+3,631.0%
ALL vs TSN
+507.1%
+3,123.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -3.9% | +4.9% | -8.8% | -5.0% |
| 30D | +10.6% | +12.1% | -1.4% | +7.5% |
| 3M | -4.6% | +4.1% | -8.7% | -5.7% |
| 6M | +20.2% | -10.9% | +31.1% | +23.4% |
| YTD | +23.7% | +4.8% | +18.9% | +21.5% |
| 1Y | +27.9% | +17.6% | +10.2% | +21.8% |
| 3Y | +109.2% | +43.2% | +65.9% | +88.1% |
| 5Y | +148.0% | -13.9% | +161.9% | +150.1% |
| 10Y | +363.8% | +11.8% | +351.9% | +322.6% |
| All | +3,631.0% | +507.1% | +3,123.9% | +1,864.5% |
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 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