-14.0%
TSN vs FFIV
+39.5%
-53.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +4.6% | -8.1% | +12.8% | +5.5% |
| 30D | +15.4% | -33.4% | +48.8% | +19.8% |
| 3M | +2.9% | -24.7% | +27.6% | +5.2% |
| 6M | -10.8% | -8.8% | -1.9% | -11.3% |
| YTD | +4.5% | +21.8% | -17.3% | -0.8% |
| 1Y | +19.5% | +25.3% | -5.8% | +12.9% |
| 3Y | +42.2% | +101.2% | -58.9% | +18.0% |
| All | -14.0% | +39.5% | -53.5% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling