+16.9%
TSN vs FIVE
+535.9%
-519.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | -0.3% | -0.5% | +0.2% | -0.2% |
| 30D | +11.8% | +17.4% | -5.6% | +9.3% |
| 3M | +7.1% | +7.0% | 0.0% | +5.9% |
| 6M | -9.2% | +20.5% | -29.6% | -11.9% |
| YTD | +4.8% | +33.1% | -28.3% | -0.4% |
| 1Y | +11.6% | +67.1% | -55.4% | +2.7% |
| 3Y | +41.5% | +41.9% | -0.4% | +29.4% |
| 5Y | -15.5% | +21.1% | -36.6% | -22.9% |
| 10Y | +16.9% | +518.8% | -502.0% | -21.0% |
| All | +16.9% | +535.9% | -519.1% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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