+11.6%
TSN vs FDS
+127.7%
-116.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -1.4% | +1.5% | -2.9% | -1.8% |
| 30D | +8.5% | +14.8% | -6.3% | +4.9% |
| 3M | +5.3% | +16.3% | -11.0% | +0.9% |
| 6M | -10.5% | +66.2% | -76.7% | -22.4% |
| YTD | +3.0% | +16.2% | -13.3% | -2.8% |
| 1Y | +12.1% | +21.8% | -9.7% | +4.1% |
| 3Y | +43.1% | -23.9% | +67.0% | +51.2% |
| 5Y | -15.1% | -23.1% | +8.0% | -12.1% |
| All | +11.6% | +127.7% | -116.1% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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