+371.6%
ALL vs TSN
+14.5%
+357.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | +5.0% | -1.4% | +6.5% | +5.5% |
| 30D | +13.3% | +8.5% | +4.8% | +10.8% |
| 3M | +3.2% | +5.3% | -2.1% | +1.5% |
| 6M | +25.3% | -10.5% | +35.8% | +28.9% |
| YTD | +30.5% | +3.0% | +27.5% | +28.3% |
| 1Y | +29.2% | +12.1% | +17.1% | +23.8% |
| 3Y | +119.1% | +43.1% | +76.0% | +93.9% |
| 5Y | +162.6% | -15.1% | +177.7% | +167.2% |
| All | +371.6% | +14.5% | +357.2% | +336.2% |
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