+16.4%
B vs TSN
+12.6%
+3.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.7% | -6.8% | -6.3% |
| 7D | +7.1% | +5.8% | +1.3% | +5.8% |
| 30D | -3.3% | +12.8% | -16.2% | -5.9% |
| 3M | -2.5% | +6.5% | -9.0% | -3.9% |
| 6M | -7.2% | -10.3% | +3.0% | -2.2% |
| YTD | -7.4% | +5.5% | -12.9% | -11.3% |
| 1Y | +16.4% | +15.8% | +0.6% | +2.8% |
| All | +16.4% | +12.6% | +3.8% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling