+96.7%
TFC vs TSN
+13.0%
+83.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.6% |
| 7D | +2.2% | -5.0% | +7.3% | +3.6% |
| 30D | -2.5% | -9.1% | +6.6% | 0.0% |
| 3M | +4.5% | -7.4% | +12.0% | +6.5% |
| 6M | +11.0% | -13.4% | +24.3% | +14.7% |
| YTD | +5.9% | -8.5% | +14.4% | +7.1% |
| 1Y | +14.6% | -3.2% | +17.8% | +13.2% |
| 3Y | +96.7% | +11.5% | +85.2% | +64.3% |
| All | +96.7% | +13.0% | +83.8% | +64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling