-19.7%
TSN vs USFR
+20.4%
-40.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -7.3% | +0.1% | -7.4% | -7.3% |
| 30D | -8.6% | +0.3% | -8.9% | -8.6% |
| 3M | -7.5% | +1.0% | -8.5% | -7.3% |
| 6M | -14.1% | +1.9% | -16.1% | -13.4% |
| YTD | -9.4% | +2.7% | -12.1% | -8.3% |
| 1Y | -4.1% | +4.0% | -8.1% | -2.0% |
| 3Y | +10.3% | +14.0% | -3.7% | +24.4% |
| 5Y | -19.7% | +20.4% | -40.1% | +4.6% |
| All | -19.7% | +20.4% | -40.1% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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