+10.4%
TSN vs FLR
+61.1%
-50.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.7% |
| 7D | -5.0% | +0.7% | -5.7% | -5.1% |
| 30D | -9.1% | -0.7% | -8.4% | -9.1% |
| 3M | -7.4% | +14.3% | -21.7% | -7.5% |
| 6M | -13.4% | +25.6% | -39.0% | -13.7% |
| YTD | -8.5% | +42.9% | -51.4% | -9.1% |
| 1Y | -3.2% | +38.7% | -41.9% | -3.9% |
| All | +10.4% | +61.1% | -50.7% | +2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling