+2,112.4%
FTI vs TSN
+608.3%
+1,504.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.7% |
| 7D | -0.2% | -5.0% | +4.9% | +1.5% |
| 30D | +12.3% | -9.1% | +21.4% | +15.9% |
| 3M | +13.8% | -7.4% | +21.2% | +16.0% |
| 6M | +24.3% | -13.4% | +37.7% | +28.9% |
| YTD | +75.8% | -8.5% | +84.3% | +78.3% |
| 1Y | +99.6% | -3.2% | +102.8% | +98.0% |
| 3Y | +278.4% | +11.5% | +266.9% | +249.3% |
| 5Y | +1,168.7% | -19.5% | +1,188.2% | +1,201.3% |
| 10Y | +297.5% | -9.1% | +306.6% | +282.5% |
| All | +2,112.4% | +608.3% | +1,504.1% | +997.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling