-50.4%
COMP vs TSN
-3.6%
-46.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.7% | -8.1% | -7.7% |
| 7D | +7.2% | +5.8% | +1.3% | +4.6% |
| 30D | +6.4% | +12.8% | -6.4% | +1.0% |
| 3M | -19.4% | +6.5% | -25.9% | -21.9% |
| 6M | +14.6% | -10.3% | +24.8% | +19.6% |
| YTD | -5.5% | +5.5% | -11.0% | -9.1% |
| 1Y | +13.7% | +15.8% | -2.1% | +4.3% |
| 3Y | +409.7% | +42.5% | +367.2% | +311.5% |
| 5Y | -17.0% | -14.3% | -2.7% | -16.0% |
| All | -50.4% | -3.6% | -46.8% | -55.3% |
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