+14.5%
TFC vs TSN
-20.2%
+34.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.4% |
| 7D | -1.3% | -7.3% | +6.0% | +1.3% |
| 30D | -2.3% | -8.6% | +6.3% | +0.8% |
| 3M | +2.5% | -7.5% | +10.0% | +5.0% |
| 6M | +9.5% | -14.1% | +23.6% | +14.7% |
| YTD | +5.1% | -9.4% | +14.5% | +7.3% |
| 1Y | +15.5% | -4.1% | +19.6% | +14.7% |
| 3Y | +95.2% | +10.3% | +84.8% | +76.6% |
| 5Y | +14.5% | -19.7% | +34.2% | +15.2% |
| All | +14.5% | -20.2% | +34.7% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling