+114.8%
ALL vs TSN
-20.8%
+135.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.0% | -2.8% |
| 7D | -1.7% | -5.0% | +3.3% | -0.5% |
| 30D | -4.7% | -9.1% | +4.4% | -2.5% |
| 3M | +18.4% | -7.4% | +25.8% | +20.5% |
| 6M | +20.5% | -13.4% | +33.9% | +24.3% |
| YTD | +23.5% | -8.5% | +32.0% | +25.3% |
| 1Y | +29.0% | -3.2% | +32.2% | +28.6% |
| 3Y | +153.7% | +11.5% | +142.2% | +142.4% |
| 5Y | +114.8% | -19.5% | +134.3% | +119.4% |
| All | +114.8% | -20.8% | +135.6% | +119.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling