-24.2%
AR vs TSN
+137.6%
-161.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +2.5% | -6.3% | +8.8% | +4.2% |
| 30D | +14.8% | -10.8% | +25.6% | +18.1% |
| 3M | +6.2% | -8.8% | +15.0% | +8.3% |
| 6M | +4.3% | -16.8% | +21.1% | +8.5% |
| YTD | +14.4% | -10.0% | +24.4% | +16.3% |
| 1Y | +21.3% | -5.3% | +26.6% | +21.4% |
| 3Y | +39.8% | +8.5% | +31.3% | +31.5% |
| 5Y | +142.1% | -22.9% | +165.0% | +151.4% |
| 10Y | +52.0% | -12.6% | +64.7% | +46.0% |
| All | -24.2% | +137.6% | -161.8% | -35.0% |
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