+74.2%
AR vs TSN
-14.6%
+88.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -14.3% | +4.6% | -18.9% | -15.1% |
| 30D | +1.4% | +15.4% | -14.0% | -1.7% |
| 3M | +3.4% | +2.9% | +0.5% | +2.5% |
| 6M | -2.1% | -10.8% | +8.7% | +0.2% |
| YTD | +4.7% | +4.5% | +0.2% | +2.5% |
| 1Y | +10.6% | +19.5% | -8.9% | +4.4% |
| 3Y | +24.6% | +42.2% | -17.6% | +4.9% |
| All | +74.2% | -14.6% | +88.8% | +73.7% |
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 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