-19.7%
TSN vs FTV
+1.8%
-21.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.8% |
| 7D | -7.3% | -1.3% | -6.0% | -7.1% |
| 30D | -8.6% | -9.5% | +0.9% | -6.8% |
| 3M | -7.5% | -10.9% | +3.4% | -5.5% |
| 6M | -14.1% | -0.6% | -13.5% | -14.4% |
| YTD | -9.4% | +1.4% | -10.9% | -10.4% |
| 1Y | -4.1% | +17.6% | -21.7% | -8.5% |
| 3Y | +10.3% | -3.3% | +13.6% | +8.4% |
| 5Y | -19.7% | -0.1% | -19.6% | -24.6% |
| All | -19.7% | +1.8% | -21.6% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling