+17.4%
TSN vs FND
+57.9%
-40.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.4% |
| 7D | -1.4% | -6.8% | +5.4% | -0.4% |
| 30D | +8.5% | +8.0% | +0.5% | +7.0% |
| 3M | +5.3% | -18.9% | +24.2% | +8.3% |
| 6M | -10.5% | +4.7% | -15.2% | -12.2% |
| YTD | +3.0% | -21.6% | +24.5% | +4.9% |
| 1Y | +12.1% | -22.0% | +34.1% | +14.2% |
| 3Y | +43.1% | -40.4% | +83.5% | +47.3% |
| 5Y | -15.1% | -63.8% | +48.7% | -7.9% |
| All | +17.4% | +57.9% | -40.5% | -9.5% |
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