+549.0%
TSN vs FLR
+513.8%
+35.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | -0.5% |
| 7D | -1.4% | +5.4% | -6.8% | -2.5% |
| 30D | +8.5% | +2.8% | +5.6% | +7.6% |
| 3M | +5.3% | -6.4% | +11.7% | +6.0% |
| 6M | -10.5% | +8.8% | -19.3% | -13.4% |
| YTD | +3.0% | +23.6% | -20.6% | -3.8% |
| 1Y | +12.1% | +13.8% | -1.7% | +6.3% |
| 3Y | +43.1% | +36.5% | +6.6% | +23.9% |
| 5Y | -15.1% | +119.3% | -134.4% | -36.0% |
| 10Y | +14.8% | +8.0% | +6.8% | -19.7% |
| All | +549.0% | +513.8% | +35.1% | +285.4% |
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