+11.5%
TSN vs FND
-49.6%
+61.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.6% | +6.3% | +2.0% |
| 7D | -5.0% | +0.4% | -5.4% | -5.1% |
| 30D | -9.1% | -23.6% | +14.5% | -7.2% |
| 3M | -7.4% | +4.3% | -11.7% | -8.3% |
| 6M | -13.4% | -20.3% | +6.9% | -12.2% |
| YTD | -8.5% | -21.3% | +12.8% | -7.5% |
| 1Y | -3.2% | -45.4% | +42.2% | +1.6% |
| 3Y | +11.5% | -48.9% | +60.4% | +7.1% |
| All | +11.5% | -49.6% | +61.0% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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