+20.1%
COMP vs TSN
+19.9%
+0.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +5.4% | +2.3% | +6.1% |
| 7D | +9.5% | +8.4% | +1.1% | +7.0% |
| 30D | +8.1% | +16.1% | -8.0% | +3.9% |
| 3M | -16.3% | +3.2% | -19.5% | -17.1% |
| 6M | +42.2% | -11.1% | +53.3% | +46.6% |
| YTD | -5.0% | +5.1% | -10.1% | -8.3% |
| 1Y | +20.1% | +19.4% | +0.7% | +2.4% |
| All | +20.1% | +19.9% | +0.2% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling