+184.1%
FTI vs TSN
+14.5%
+169.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.4% |
| 7D | +4.3% | -1.4% | +5.8% | +5.0% |
| 30D | -4.7% | +8.5% | -13.1% | -8.5% |
| 3M | -13.5% | +5.3% | -18.8% | -16.1% |
| 6M | -8.7% | -10.5% | +1.8% | -5.3% |
| YTD | +49.0% | +3.0% | +46.1% | +42.6% |
| 1Y | +54.0% | +12.1% | +41.9% | +40.9% |
| 3Y | +211.6% | +43.1% | +168.5% | +139.4% |
| 5Y | +881.9% | -15.1% | +897.0% | +891.8% |
| All | +184.1% | +14.5% | +169.7% | +121.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling