-9.1%
TSN vs FIVE
+475.1%
-484.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +0.9% | +1.6% |
| 7D | -5.0% | +3.7% | -8.7% | -5.5% |
| 30D | -9.1% | +4.0% | -13.1% | -9.6% |
| 3M | -7.4% | +36.2% | -43.6% | -11.3% |
| 6M | -13.4% | +18.0% | -31.4% | -15.9% |
| YTD | -8.5% | +34.9% | -43.4% | -13.0% |
| 1Y | -3.2% | +67.9% | -71.1% | -11.1% |
| 3Y | +11.5% | +57.3% | -45.8% | +0.1% |
| 5Y | -19.5% | +39.5% | -59.1% | -28.6% |
| 10Y | -9.1% | +496.4% | -505.5% | -36.0% |
| All | -9.1% | +475.1% | -484.2% | -36.0% |
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