+368.4%
ALL vs TSN
+12.5%
+355.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.7% |
| 7D | -0.1% | +5.8% | -6.0% | -1.7% |
| 30D | +13.8% | +12.8% | +1.0% | +10.0% |
| 3M | -2.8% | +6.5% | -9.2% | -4.6% |
| 6M | +23.7% | -10.3% | +33.9% | +27.0% |
| YTD | +27.3% | +5.5% | +21.7% | +24.3% |
| 1Y | +30.5% | +15.8% | +14.8% | +23.9% |
| 3Y | +113.0% | +42.5% | +70.5% | +88.7% |
| 5Y | +157.6% | -14.3% | +171.9% | +161.5% |
| 10Y | +368.4% | +18.2% | +350.2% | +330.4% |
| All | +368.4% | +12.5% | +355.9% | +330.4% |
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