+18.2%
TSN vs FND
+61.4%
-43.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.3% | -0.3% |
| 7D | -1.4% | -5.1% | +3.7% | -0.6% |
| 30D | +10.2% | +9.2% | +1.0% | +8.5% |
| 3M | +7.2% | -17.7% | +24.9% | +10.0% |
| 6M | -10.6% | +2.5% | -13.1% | -12.0% |
| YTD | +3.7% | -19.8% | +23.5% | +5.3% |
| 1Y | +13.5% | -22.7% | +36.1% | +15.8% |
| 3Y | +40.1% | -38.3% | +78.4% | +43.4% |
| 5Y | -14.5% | -63.0% | +48.5% | -7.5% |
| All | +18.2% | +61.4% | -43.2% | -9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling