+294.7%
C vs TSN
-9.4%
+304.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.2% |
| 7D | +2.6% | -7.3% | +9.9% | +5.4% |
| 30D | +1.9% | -8.6% | +10.5% | +5.3% |
| 3M | +2.8% | -7.5% | +10.3% | +5.3% |
| 6M | +30.6% | -14.1% | +44.7% | +36.7% |
| YTD | +19.9% | -9.4% | +29.3% | +22.2% |
| 1Y | +44.6% | -4.1% | +48.6% | +43.2% |
| 3Y | +272.1% | +10.3% | +261.8% | +238.1% |
| 5Y | +132.0% | -19.7% | +151.7% | +138.8% |
| 10Y | +294.7% | -7.0% | +301.7% | +254.1% |
| All | +294.7% | -9.4% | +304.1% | +254.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling