+2,624.8%
TFC vs TSN
+1,053.2%
+1,571.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -1.2% | -0.3% | -0.9% | -1.1% |
| 30D | +7.8% | +11.8% | -4.0% | +4.3% |
| 3M | -3.0% | +7.1% | -10.1% | -5.1% |
| 6M | +5.8% | -9.2% | +15.0% | +8.3% |
| YTD | +5.3% | +4.8% | +0.5% | +2.9% |
| 1Y | +15.7% | +11.6% | +4.0% | +10.8% |
| 3Y | +94.8% | +41.5% | +53.3% | +72.7% |
| 5Y | 0.0% | -15.5% | +15.6% | +2.2% |
| 10Y | +79.0% | +16.9% | +62.2% | +63.7% |
| All | +2,624.8% | +1,053.2% | +1,571.6% | +1,159.9% |
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