+79.0%
TFC vs TSN
+17.5%
+61.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | -1.2% | -0.3% | -0.9% | -1.1% |
| 30D | +7.8% | +11.8% | -4.0% | +2.7% |
| 3M | -3.0% | +7.1% | -10.1% | -6.1% |
| 6M | +5.8% | -9.2% | +15.0% | +9.5% |
| YTD | +5.3% | +4.8% | +0.5% | +1.4% |
| 1Y | +15.7% | +11.6% | +4.0% | +8.0% |
| 3Y | +94.8% | +41.5% | +53.3% | +59.3% |
| 5Y | 0.0% | -15.5% | +15.6% | +2.5% |
| 10Y | +79.0% | +16.9% | +62.2% | +54.8% |
| All | +79.0% | +17.5% | +61.5% | +54.8% |
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