+43.1%
TSN vs FLR
+35.7%
+7.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | -0.8% |
| 7D | -1.4% | +5.4% | -6.8% | -1.4% |
| 30D | +8.5% | +2.8% | +5.6% | +8.5% |
| 3M | +5.3% | -6.4% | +11.7% | +5.3% |
| 6M | -10.5% | +8.8% | -19.3% | -10.6% |
| YTD | +3.0% | +23.6% | -20.6% | +2.6% |
| 1Y | +12.1% | +13.8% | -1.7% | +11.9% |
| 3Y | +43.1% | +36.5% | +6.6% | +32.6% |
| All | +43.1% | +35.7% | +7.4% | +32.6% |
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