+719.1%
B vs TSN
+1,049.6%
-330.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +0.6% |
| 7D | +9.6% | +4.6% | +5.0% | +9.1% |
| 30D | +3.5% | +15.4% | -11.9% | +2.0% |
| 3M | -1.6% | +2.9% | -4.5% | -1.9% |
| 6M | -1.7% | -10.8% | +9.1% | -0.7% |
| YTD | -5.3% | +4.5% | -9.8% | -6.0% |
| 1Y | +27.2% | +19.5% | +7.7% | +24.7% |
| 3Y | +166.1% | +42.2% | +123.9% | +155.5% |
| 5Y | +136.5% | -14.2% | +150.7% | +137.1% |
| 10Y | +172.2% | +15.4% | +156.8% | +160.6% |
| All | +719.1% | +1,049.6% | -330.4% | +710.6% |
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