+207.0%
C vs TSN
+14.5%
+192.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | +4.2% | -1.4% | +5.6% | +4.8% |
| 30D | +2.0% | +8.5% | -6.5% | -1.4% |
| 3M | -10.1% | +5.3% | -15.4% | -12.4% |
| 6M | +1.0% | -10.5% | +11.5% | +4.7% |
| YTD | +8.5% | +3.0% | +5.5% | +4.9% |
| 1Y | +25.7% | +12.1% | +13.6% | +16.8% |
| 3Y | +216.0% | +43.1% | +172.9% | +155.2% |
| 5Y | +112.3% | -15.1% | +127.4% | +115.2% |
| All | +207.0% | +14.5% | +192.6% | +160.6% |
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 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