-7.0%
TSN vs FFIV
+239.4%
-246.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.9% | -1.8% |
| 7D | -7.3% | +3.5% | -10.8% | -7.9% |
| 30D | -8.6% | -1.3% | -7.3% | -8.6% |
| 3M | -7.5% | +2.4% | -9.9% | -8.4% |
| 6M | -14.1% | +41.8% | -55.9% | -20.9% |
| YTD | -9.4% | +58.5% | -68.0% | -18.9% |
| 1Y | -4.1% | +24.3% | -28.4% | -9.7% |
| 3Y | +10.3% | +152.0% | -141.7% | -14.6% |
| 5Y | -19.7% | +99.1% | -118.8% | -35.5% |
| 10Y | -7.0% | +242.8% | -249.8% | -40.9% |
| All | -7.0% | +239.4% | -246.4% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling