+43.2%
TSN vs FDS
-24.3%
+67.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +4.9% | -5.0% | +9.8% | +5.4% |
| 30D | +12.1% | +13.8% | -1.7% | +10.7% |
| 3M | +4.1% | +14.8% | -10.7% | +2.5% |
| 6M | -10.9% | +47.4% | -58.3% | -15.0% |
| YTD | +4.8% | +14.2% | -9.4% | +3.6% |
| 1Y | +17.6% | +26.6% | -9.0% | +13.6% |
| 3Y | +43.2% | -24.4% | +67.6% | +52.0% |
| All | +43.2% | -24.3% | +67.5% | +52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling