-7.7%
TSN vs FLR
+18.3%
-26.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +1.7% |
| 7D | +1.4% | -6.9% | +8.2% | +2.3% |
| 30D | -6.2% | +1.1% | -7.3% | -6.4% |
| 3M | -5.7% | +14.3% | -20.0% | -8.0% |
| 6M | -11.4% | +19.1% | -30.5% | -14.7% |
| YTD | -8.2% | +35.1% | -43.3% | -13.5% |
| 1Y | -2.0% | +29.5% | -31.5% | -7.5% |
| 3Y | +11.9% | +53.0% | -41.1% | -1.4% |
| 5Y | -17.8% | +238.9% | -256.7% | -38.9% |
| All | -7.7% | +18.3% | -26.0% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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