+54.3%
AR vs TSN
+14.5%
+39.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +7.4% | -1.4% | +8.8% | +7.8% |
| 30D | +5.8% | +8.5% | -2.7% | +3.1% |
| 3M | +5.2% | +5.3% | -0.1% | +3.2% |
| 6M | +5.4% | -10.5% | +15.9% | +8.1% |
| YTD | +12.4% | +3.0% | +9.5% | +9.8% |
| 1Y | +12.8% | +12.1% | +0.7% | +7.1% |
| 3Y | +47.2% | +43.1% | +4.1% | +24.5% |
| 5Y | +101.1% | -15.1% | +116.2% | +103.8% |
| All | +54.3% | +14.5% | +39.9% | +33.5% |
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 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