-19.5%
TSN vs FDS
-20.4%
+0.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.3% | +6.0% | +2.3% |
| 7D | -5.0% | -5.4% | +0.3% | -4.3% |
| 30D | -9.1% | +1.6% | -10.7% | -9.5% |
| 3M | -7.4% | +17.7% | -25.1% | -10.2% |
| 6M | -13.4% | +29.1% | -42.4% | -17.6% |
| YTD | -8.5% | +1.0% | -9.5% | -9.0% |
| 1Y | -3.2% | -21.6% | +18.4% | +1.6% |
| 3Y | +11.5% | -30.1% | +41.6% | +18.9% |
| 5Y | -19.5% | -20.7% | +1.2% | -21.2% |
| All | -19.5% | -20.4% | +0.9% | -21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling