-7.7%
TSN vs FTV
+80.1%
-87.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +2.1% |
| 7D | +1.4% | -5.2% | +6.6% | +2.9% |
| 30D | -6.2% | -11.5% | +5.3% | -2.8% |
| 3M | -5.7% | -9.0% | +3.4% | -3.4% |
| 6M | -11.4% | -2.0% | -9.3% | -11.5% |
| YTD | -8.2% | -0.9% | -7.2% | -9.0% |
| 1Y | -2.0% | +14.8% | -16.8% | -7.6% |
| 3Y | +11.9% | -5.5% | +17.4% | +10.1% |
| 5Y | -17.8% | -1.9% | -15.9% | -21.5% |
| All | -7.7% | +80.1% | -87.8% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling