+803.7%
B vs TSN
+890.5%
-86.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -2.1% |
| 7D | -1.6% | -6.3% | +4.7% | -1.0% |
| 30D | +9.4% | -10.8% | +20.2% | +10.6% |
| 3M | +5.0% | -8.8% | +13.7% | +5.8% |
| 6M | -3.5% | -16.8% | +13.3% | -2.0% |
| YTD | +4.5% | -10.0% | +14.5% | +5.3% |
| 1Y | +67.8% | -5.3% | +73.0% | +68.3% |
| 3Y | +196.7% | +8.5% | +188.2% | +192.5% |
| 5Y | +151.9% | -22.9% | +174.9% | +155.3% |
| 10Y | +202.2% | -12.6% | +214.8% | +196.9% |
| All | +803.7% | +890.5% | -86.7% | +807.9% |
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