+424.3%
TSN vs FDS
+10,290.2%
-9,865.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +4.9% | -5.0% | +9.8% | +6.1% |
| 30D | +12.1% | +13.8% | -1.7% | +8.8% |
| 3M | +4.1% | +14.8% | -10.7% | +0.4% |
| 6M | -10.9% | +47.4% | -58.3% | -19.5% |
| YTD | +4.8% | +14.2% | -9.4% | -0.8% |
| 1Y | +17.6% | +26.6% | -9.0% | +8.5% |
| 3Y | +43.2% | -24.4% | +67.6% | +47.3% |
| 5Y | -13.9% | -22.6% | +8.8% | -12.9% |
| 10Y | +11.8% | +130.0% | -118.1% | -13.4% |
| All | +424.3% | +10,290.2% | -9,865.9% | +139.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling