+295.8%
FTI vs TSN
-4.9%
+300.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.6% |
| 7D | -4.4% | +3.0% | -7.4% | -5.7% |
| 30D | +1.5% | -4.2% | +5.7% | +3.2% |
| 3M | +8.2% | -3.9% | +12.1% | +9.0% |
| 6M | +18.8% | -9.8% | +28.7% | +22.0% |
| YTD | +71.7% | -7.3% | +78.9% | +73.2% |
| 1Y | +90.0% | -2.2% | +92.3% | +86.1% |
| 3Y | +270.5% | +11.9% | +258.6% | +225.8% |
| 5Y | +1,084.5% | -16.9% | +1,101.5% | +1,097.1% |
| All | +295.8% | -4.9% | +300.7% | +233.5% |
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