+354.2%
TSN vs FIVE
+868.1%
-514.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.1% | -5.8% | -1.3% |
| 7D | -6.3% | +4.3% | -10.6% | -6.8% |
| 30D | -10.8% | +12.5% | -23.3% | -12.1% |
| 3M | -8.8% | +31.2% | -40.0% | -11.8% |
| 6M | -16.8% | +14.4% | -31.2% | -18.7% |
| YTD | -10.0% | +33.9% | -43.9% | -13.8% |
| 1Y | -5.3% | +65.1% | -70.3% | -11.8% |
| 3Y | +8.5% | +49.0% | -40.4% | -0.7% |
| 5Y | -22.9% | +30.3% | -53.2% | -29.9% |
| 10Y | -12.6% | +481.1% | -493.7% | -35.6% |
| All | +354.2% | +868.1% | -514.0% | +211.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling