+54.6%
FTI vs TSN
+19.9%
+34.7%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.4% | -8.7% | -2.6% |
| 7D | -9.7% | +8.4% | -18.1% | -8.7% |
| 30D | -8.2% | +16.1% | -24.3% | -6.7% |
| 3M | -7.8% | +3.2% | -11.0% | -7.2% |
| 6M | -13.4% | -11.1% | -2.3% | -11.9% |
| YTD | +45.1% | +5.1% | +40.0% | +43.9% |
| 1Y | +54.6% | +19.4% | +35.2% | +49.2% |
| All | +54.6% | +19.9% | +34.7% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TSN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling