-46.5%
COMP vs TSN
-4.3%
-42.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.5% |
| 7D | +14.5% | +4.9% | +9.7% | +12.3% |
| 30D | +14.9% | +12.1% | +2.9% | +9.5% |
| 3M | -14.2% | +4.1% | -18.3% | -16.0% |
| 6M | +23.7% | -10.9% | +34.6% | +29.6% |
| YTD | +2.1% | +4.8% | -2.7% | -1.6% |
| 1Y | +26.2% | +17.6% | +8.6% | +14.9% |
| 3Y | +470.9% | +43.2% | +427.7% | +360.0% |
| 5Y | -14.0% | -13.9% | -0.1% | -13.1% |
| All | -46.5% | -4.3% | -42.2% | -51.6% |
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