+208.8%
C vs TSN
+12.5%
+196.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -0.4% | +5.8% | -6.2% | -2.6% |
| 30D | -5.2% | +12.8% | -18.0% | -9.8% |
| 3M | -9.1% | +6.5% | -15.5% | -11.8% |
| 6M | -1.6% | -10.3% | +8.7% | +2.0% |
| YTD | +6.9% | +5.5% | +1.4% | +2.4% |
| 1Y | +23.0% | +15.8% | +7.2% | +12.7% |
| 3Y | +216.1% | +42.5% | +173.6% | +156.1% |
| 5Y | +112.2% | -14.3% | +126.6% | +114.7% |
| 10Y | +208.8% | +18.2% | +190.6% | +158.9% |
| All | +208.8% | +12.5% | +196.3% | +158.9% |
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 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