+16.8%
TSN vs FTV
+127.5%
-110.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -0.3% | -0.7% | +0.4% | -0.1% |
| 30D | +11.8% | +18.3% | -6.6% | +6.3% |
| 3M | +7.1% | +10.2% | -3.1% | +3.9% |
| 6M | -9.2% | +12.8% | -22.0% | -12.8% |
| YTD | +4.8% | +23.4% | -18.6% | -2.7% |
| 1Y | +11.6% | +31.4% | -19.8% | +1.5% |
| 3Y | +41.5% | +38.7% | +2.9% | +23.6% |
| 5Y | -15.5% | +18.6% | -34.1% | -23.5% |
| 10Y | +16.9% | +110.1% | -93.3% | -15.1% |
| All | +16.8% | +127.5% | -110.6% | -15.7% |
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