+256.1%
TSN vs FFIV
+7,518.9%
-7,262.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.6% |
| 7D | -6.3% | -1.0% | -5.4% | -6.3% |
| 30D | -10.8% | -5.1% | -5.7% | -10.5% |
| 3M | -8.8% | -4.5% | -4.3% | -8.6% |
| 6M | -16.8% | +36.5% | -53.3% | -19.1% |
| YTD | -10.0% | +53.0% | -63.0% | -13.4% |
| 1Y | -5.3% | +24.2% | -29.5% | -7.4% |
| 3Y | +8.5% | +137.2% | -128.7% | +0.1% |
| 5Y | -22.9% | +91.8% | -114.7% | -28.1% |
| 10Y | -12.6% | +215.2% | -227.8% | -22.2% |
| All | +256.1% | +7,518.9% | -7,262.9% | +161.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling