+314.6%
TSN vs FFIV
+6,100.0%
-5,785.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | +0.1% |
| 7D | +4.9% | -2.1% | +7.0% | +5.0% |
| 30D | +12.1% | -33.8% | +45.8% | +15.4% |
| 3M | +4.1% | -20.6% | +24.7% | +5.6% |
| 6M | -10.9% | -10.2% | -0.6% | -10.6% |
| YTD | +4.8% | +24.5% | -19.7% | +2.2% |
| 1Y | +17.6% | +29.3% | -11.7% | +14.3% |
| 3Y | +43.2% | +103.8% | -60.6% | +33.3% |
| 5Y | -13.9% | +40.9% | -54.8% | -17.9% |
| 10Y | +11.8% | +126.6% | -114.7% | +1.8% |
| All | +314.6% | +6,100.0% | -5,785.4% | +208.1% |
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