-27.6%
AR vs TSN
+178.6%
-206.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +4.0% |
| 7D | -5.8% | +5.8% | -11.6% | -7.3% |
| 30D | +4.8% | +12.8% | -8.0% | +1.4% |
| 3M | +1.5% | +6.5% | -4.9% | -0.5% |
| 6M | +4.7% | -10.3% | +15.0% | +7.0% |
| YTD | +9.2% | +5.5% | +3.7% | +6.3% |
| 1Y | +11.2% | +15.8% | -4.6% | +5.4% |
| 3Y | +46.2% | +42.5% | +3.7% | +27.1% |
| 5Y | +98.1% | -14.3% | +112.4% | +99.8% |
| 10Y | +54.5% | +18.2% | +36.3% | +39.0% |
| All | -27.6% | +178.6% | -206.3% | -40.6% |
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 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