+3,716.0%
ALL vs TSN
+421.4%
+3,294.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.7% | -1.2% |
| 7D | 0.0% | -6.3% | +6.3% | +1.6% |
| 30D | -1.5% | -10.8% | +9.3% | +1.3% |
| 3M | +23.6% | -8.8% | +32.4% | +26.3% |
| 6M | +22.3% | -16.8% | +39.2% | +27.6% |
| YTD | +26.5% | -10.0% | +36.5% | +29.1% |
| 1Y | +27.0% | -5.3% | +32.3% | +27.7% |
| 3Y | +149.6% | +8.5% | +141.1% | +140.4% |
| 5Y | +118.1% | -22.9% | +141.0% | +126.2% |
| 10Y | +369.0% | -12.6% | +381.6% | +353.4% |
| All | +3,716.0% | +421.4% | +3,294.5% | +1,987.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling