-18.9%
TSN vs FND
-62.2%
+43.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -1.0% |
| 7D | -7.3% | -0.8% | -6.5% | -7.3% |
| 30D | -8.6% | -19.6% | +11.0% | -6.5% |
| 3M | -7.5% | -4.3% | -3.2% | -7.6% |
| 6M | -14.1% | -20.4% | +6.3% | -12.5% |
| YTD | -9.4% | -21.9% | +12.4% | -7.9% |
| 1Y | -4.1% | -45.2% | +41.1% | +2.0% |
| 3Y | +10.3% | -49.2% | +59.6% | +15.1% |
| All | -18.9% | -62.2% | +43.4% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling