+223.5%
C vs TSN
+14.3%
+209.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | -2.4% | +4.6% | -7.0% | -4.2% |
| 30D | -6.0% | +15.4% | -21.4% | -11.3% |
| 3M | -10.5% | +2.9% | -13.4% | -12.0% |
| 6M | -5.7% | -10.8% | +5.1% | -2.1% |
| YTD | +4.1% | +4.5% | -0.3% | +0.2% |
| 1Y | +20.5% | +19.5% | +1.0% | +8.9% |
| 3Y | +208.1% | +42.2% | +165.9% | +150.3% |
| 5Y | +110.4% | -14.2% | +124.6% | +112.5% |
| All | +223.5% | +14.3% | +209.2% | +172.9% |
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