+42.2%
TSN vs FIVE
+34.8%
+7.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | +4.6% | -0.3% | +4.9% | +4.6% |
| 30D | +15.4% | +17.7% | -2.2% | +15.0% |
| 3M | +2.9% | +4.0% | -1.1% | +2.8% |
| 6M | -10.8% | +2.6% | -13.4% | -10.9% |
| YTD | +4.5% | +27.6% | -23.1% | +3.6% |
| 1Y | +19.5% | +59.9% | -40.4% | +17.7% |
| 3Y | +42.2% | +35.8% | +6.4% | +37.5% |
| All | +42.2% | +34.8% | +7.4% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling