+131.6%
C vs TSN
-20.8%
+152.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.1% |
| 7D | +3.2% | -5.0% | +8.2% | +4.3% |
| 30D | +1.3% | -9.1% | +10.4% | +3.5% |
| 3M | +3.1% | -7.4% | +10.5% | +4.7% |
| 6M | +29.6% | -13.4% | +43.0% | +33.2% |
| YTD | +19.0% | -8.5% | +27.4% | +19.9% |
| 1Y | +45.6% | -3.2% | +48.8% | +43.8% |
| 3Y | +269.3% | +11.5% | +257.8% | +239.5% |
| 5Y | +131.6% | -19.5% | +151.1% | +136.5% |
| All | +131.6% | -20.8% | +152.4% | +136.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling