+651.5%
ADI vs TSN
-4.9%
+656.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.0% | +3.9% | +4.6% |
| 7D | +4.6% | +3.0% | +1.5% | +3.7% |
| 30D | -1.2% | -4.2% | +3.0% | -0.1% |
| 3M | -7.8% | -3.9% | -3.9% | -7.4% |
| 6M | +19.3% | -9.8% | +29.2% | +21.5% |
| YTD | +40.9% | -7.3% | +48.2% | +41.8% |
| 1Y | +54.5% | -2.2% | +56.7% | +52.5% |
| 3Y | +123.4% | +11.9% | +111.5% | +107.2% |
| 5Y | +142.3% | -16.9% | +159.3% | +145.4% |
| All | +651.5% | -4.9% | +656.4% | +555.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling