+12.1%
TSN vs FDS
+25.7%
-13.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -1.4% | +1.5% | -2.9% | -1.5% |
| 30D | +8.5% | +14.8% | -6.3% | +8.1% |
| 3M | +5.3% | +16.3% | -11.0% | +4.7% |
| 6M | -10.5% | +66.2% | -76.7% | -11.5% |
| YTD | +3.0% | +16.2% | -13.3% | 0.0% |
| 1Y | +12.1% | +21.8% | -9.7% | +9.3% |
| All | +12.1% | +25.7% | -13.5% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling