+18.2%
TSN vs FDS
+127.5%
-109.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | +5.8% | -2.0% | +7.8% | +6.4% |
| 30D | +12.8% | +13.5% | -0.7% | +9.4% |
| 3M | +6.5% | +15.2% | -8.7% | +2.3% |
| 6M | -10.3% | +47.0% | -57.3% | -19.7% |
| YTD | +5.5% | +13.9% | -8.4% | +0.2% |
| 1Y | +15.8% | +25.2% | -9.4% | +6.5% |
| 3Y | +42.5% | -25.3% | +67.9% | +51.3% |
| 5Y | -14.3% | -23.3% | +9.0% | -11.4% |
| 10Y | +18.2% | +126.0% | -107.8% | -17.7% |
| All | +18.2% | +127.5% | -109.3% | -17.7% |
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