+350.3%
TSN vs FDS
+9,502.8%
-9,152.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.9% | +0.1% |
| 7D | -6.3% | -1.9% | -4.4% | -6.0% |
| 30D | -10.8% | +9.0% | -19.8% | -12.7% |
| 3M | -8.8% | +18.9% | -27.6% | -12.8% |
| 6M | -16.8% | +35.1% | -51.9% | -23.5% |
| YTD | -10.0% | +5.5% | -15.5% | -12.9% |
| 1Y | -5.3% | -16.8% | +11.6% | -3.6% |
| 3Y | +8.5% | -28.1% | +36.6% | +13.2% |
| 5Y | -22.9% | -17.4% | -5.5% | -23.0% |
| 10Y | -12.6% | +85.4% | -98.1% | -28.9% |
| All | +350.3% | +9,502.8% | -9,152.5% | +110.2% |
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 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