+14.8%
TSN vs FTV
+127.6%
-112.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -1.4% | +3.9% | -5.3% | -2.5% |
| 30D | +8.5% | +18.7% | -10.2% | +3.1% |
| 3M | +5.3% | +10.0% | -4.7% | +2.2% |
| 6M | -10.5% | +14.6% | -25.1% | -14.5% |
| YTD | +3.0% | +23.4% | -20.5% | -4.4% |
| 1Y | +12.1% | +31.3% | -19.2% | +2.0% |
| 3Y | +43.1% | +39.8% | +3.3% | +24.6% |
| 5Y | -15.1% | +17.7% | -32.8% | -22.9% |
| 10Y | +14.8% | +110.2% | -95.4% | -16.6% |
| All | +14.8% | +127.6% | -112.8% | -17.2% |
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 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