+44.3%
AR vs TSN
-9.4%
+53.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -1.2% | -7.3% | +6.1% | +0.9% |
| 30D | +5.5% | -8.6% | +14.2% | +8.2% |
| 3M | +12.9% | -7.5% | +20.4% | +14.9% |
| 6M | +0.1% | -14.1% | +14.2% | +3.6% |
| YTD | +13.5% | -9.4% | +23.0% | +15.4% |
| 1Y | +21.6% | -4.1% | +25.7% | +21.1% |
| 3Y | +46.0% | +10.3% | +35.6% | +34.9% |
| 5Y | +143.7% | -19.7% | +163.5% | +150.9% |
| 10Y | +44.3% | -7.0% | +51.3% | +32.6% |
| All | +44.3% | -9.4% | +53.7% | +32.6% |
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