+476.8%
TSN vs FLR
+609.6%
-132.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | -5.0% | +0.7% | -5.7% | -5.2% |
| 30D | -9.1% | -0.7% | -8.4% | -9.1% |
| 3M | -7.4% | +14.3% | -21.7% | -10.6% |
| 6M | -13.4% | +25.6% | -39.0% | -18.6% |
| YTD | -8.5% | +42.9% | -51.4% | -16.5% |
| 1Y | -3.2% | +38.7% | -41.9% | -11.7% |
| 3Y | +11.5% | +61.8% | -50.3% | -6.4% |
| 5Y | -19.5% | +254.1% | -273.6% | -45.2% |
| 10Y | -9.1% | +20.0% | -29.2% | -37.5% |
| All | +476.8% | +609.6% | -132.8% | +234.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling