+0.3%
TSN vs FTV
+90.8%
-90.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | -6.3% | -4.5% | -1.8% | -5.1% |
| 30D | -10.8% | -7.1% | -3.7% | -9.0% |
| 3M | -8.8% | -7.2% | -1.6% | -7.1% |
| 6M | -16.8% | -1.5% | -15.3% | -17.0% |
| YTD | -10.0% | +3.5% | -13.5% | -11.9% |
| 1Y | -5.3% | +20.3% | -25.6% | -11.8% |
| 3Y | +8.5% | -3.1% | +11.6% | +6.2% |
| 5Y | -22.9% | +2.3% | -25.3% | -27.3% |
| 10Y | -12.6% | +76.3% | -89.0% | -33.7% |
| All | +0.3% | +90.8% | -90.4% | -23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling