+11.8%
TSN vs FIVE
+596.6%
-584.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.6% | -5.3% | -0.4% |
| 7D | +4.9% | +6.2% | -1.3% | +4.0% |
| 30D | +12.1% | +18.2% | -6.1% | +9.5% |
| 3M | +4.1% | +3.8% | +0.3% | +3.4% |
| 6M | -10.9% | +13.7% | -24.6% | -12.9% |
| YTD | +4.8% | +34.7% | -29.9% | -0.5% |
| 1Y | +17.6% | +66.6% | -49.0% | +8.3% |
| 3Y | +43.2% | +44.3% | -1.1% | +30.7% |
| 5Y | -13.9% | +18.8% | -32.6% | -20.9% |
| 10Y | +11.8% | +569.2% | -557.4% | -23.1% |
| All | +11.8% | +596.6% | -584.7% | -23.1% |
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