+138.0%
B vs TSN
-14.6%
+152.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +0.7% |
| 7D | +9.6% | +4.6% | +5.0% | +8.7% |
| 30D | +3.5% | +15.4% | -11.9% | +0.8% |
| 3M | -1.6% | +2.9% | -4.5% | -2.2% |
| 6M | -1.7% | -10.8% | +9.1% | +0.4% |
| YTD | -5.3% | +4.5% | -9.8% | -6.6% |
| 1Y | +27.2% | +19.5% | +7.7% | +22.5% |
| 3Y | +166.1% | +42.2% | +123.9% | +143.1% |
| All | +138.0% | -14.6% | +152.5% | +135.8% |
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 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