-19.7%
TSN vs FLR
+245.1%
-264.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.1% | -0.9% |
| 7D | -7.3% | -3.1% | -4.2% | -7.2% |
| 30D | -8.6% | +4.9% | -13.6% | -8.8% |
| 3M | -7.5% | +10.8% | -18.3% | -8.1% |
| 6M | -14.1% | +19.7% | -33.8% | -15.3% |
| YTD | -9.4% | +38.4% | -47.8% | -11.5% |
| 1Y | -4.1% | +34.7% | -38.8% | -6.3% |
| 3Y | +10.3% | +56.7% | -46.3% | +2.9% |
| 5Y | -19.7% | +241.6% | -261.3% | -31.6% |
| All | -19.7% | +245.1% | -264.8% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling