-7.0%
TSN vs FDS
+72.8%
-79.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.2% |
| 7D | -7.3% | -8.8% | +1.5% | -5.3% |
| 30D | -8.6% | -1.4% | -7.3% | -8.6% |
| 3M | -7.5% | +13.9% | -21.4% | -11.2% |
| 6M | -14.1% | +27.4% | -41.5% | -20.8% |
| YTD | -9.4% | -2.5% | -7.0% | -10.5% |
| 1Y | -4.1% | -23.8% | +19.7% | +1.6% |
| 3Y | +10.3% | -32.5% | +42.8% | +19.6% |
| 5Y | -19.7% | -23.2% | +3.5% | -18.3% |
| 10Y | -7.0% | +76.4% | -83.4% | -29.6% |
| All | -7.0% | +72.8% | -79.9% | -29.6% |
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