+79.1%
TSN vs FWONK
+276.9%
-197.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +3.0% | +0.1% | +2.9% | +3.0% |
| 30D | -4.2% | -7.7% | +3.6% | -2.5% |
| 3M | -3.9% | +5.7% | -9.6% | -5.2% |
| 6M | -9.8% | +13.5% | -23.3% | -12.5% |
| YTD | -7.3% | -3.0% | -4.3% | -7.1% |
| 1Y | -2.2% | -6.4% | +4.2% | -1.3% |
| 3Y | +11.9% | +43.8% | -32.0% | +0.9% |
| 5Y | -16.9% | +98.6% | -115.5% | -32.1% |
| 10Y | -4.8% | +340.0% | -344.8% | -36.0% |
| All | +79.1% | +276.9% | -197.8% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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