-30.6%
AR vs TSN
+175.8%
-206.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -14.3% | +4.6% | -18.9% | -15.4% |
| 30D | +1.4% | +15.4% | -14.0% | -2.5% |
| 3M | +3.4% | +2.9% | +0.5% | +2.2% |
| 6M | -2.1% | -10.8% | +8.7% | +0.2% |
| YTD | +4.7% | +4.5% | +0.2% | +2.2% |
| 1Y | +10.6% | +19.5% | -8.9% | +3.9% |
| 3Y | +24.6% | +42.2% | -17.6% | +8.3% |
| 5Y | +71.9% | -14.2% | +86.1% | +73.2% |
| 10Y | +46.4% | +15.4% | +31.0% | +32.3% |
| All | -30.6% | +175.8% | -206.4% | -42.9% |
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