+364.8%
ALL vs TSN
-9.4%
+374.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.3% |
| 7D | -2.2% | -7.3% | +5.1% | -0.3% |
| 30D | -5.6% | -8.6% | +3.1% | -3.4% |
| 3M | +17.2% | -7.5% | +24.8% | +19.5% |
| 6M | +23.2% | -14.1% | +37.4% | +27.8% |
| YTD | +23.6% | -9.4% | +33.0% | +26.0% |
| 1Y | +29.2% | -4.1% | +33.2% | +29.3% |
| 3Y | +153.8% | +10.3% | +143.5% | +142.0% |
| 5Y | +116.1% | -19.7% | +135.8% | +122.9% |
| 10Y | +364.8% | -7.0% | +371.8% | +346.5% |
| All | +364.8% | -9.4% | +374.3% | +346.5% |
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