+11.2%
TSN vs FIVE
+56.0%
-44.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.1% | -5.8% | -0.8% |
| 7D | -6.3% | +4.3% | -10.6% | -6.4% |
| 30D | -10.8% | +12.5% | -23.3% | -11.0% |
| 3M | -8.8% | +31.2% | -40.0% | -9.3% |
| 6M | -16.8% | +14.4% | -31.2% | -17.1% |
| YTD | -10.0% | +33.9% | -43.9% | -10.8% |
| 1Y | -5.3% | +65.1% | -70.3% | -6.8% |
| All | +11.2% | +56.0% | -44.8% | +9.5% |
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