+11.6%
TSN vs FLR
+7.4%
+4.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | -0.6% |
| 7D | -1.4% | +5.4% | -6.8% | -2.2% |
| 30D | +8.5% | +2.8% | +5.6% | +7.9% |
| 3M | +5.3% | -6.4% | +11.7% | +5.9% |
| 6M | -10.5% | +8.8% | -19.3% | -12.6% |
| YTD | +3.0% | +23.6% | -20.6% | -2.1% |
| 1Y | +12.1% | +13.8% | -1.7% | +7.9% |
| 3Y | +43.1% | +36.5% | +6.6% | +28.1% |
| 5Y | -15.1% | +119.3% | -134.4% | -31.9% |
| All | +11.6% | +7.4% | +4.2% | -29.7% |
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