+93.0%
TSN vs USFR
+27.5%
+65.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -6.3% | +0.1% | -6.4% | -6.3% |
| 30D | -10.8% | +0.3% | -11.1% | -10.9% |
| 3M | -8.8% | +1.0% | -9.8% | -9.0% |
| 6M | -16.8% | +1.9% | -18.8% | -17.2% |
| YTD | -10.0% | +2.6% | -12.6% | -10.6% |
| 1Y | -5.3% | +4.0% | -9.3% | -6.1% |
| 3Y | +8.5% | +14.1% | -5.6% | +5.2% |
| 5Y | -22.9% | +20.4% | -43.3% | -26.3% |
| 10Y | -12.6% | +28.0% | -40.6% | -17.1% |
| All | +93.0% | +27.5% | +65.5% | +78.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling