-47.0%
COMP vs TSN
-17.3%
-29.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.2% |
| 7D | +0.8% | -7.3% | +8.1% | +3.8% |
| 30D | -13.9% | -8.6% | -5.2% | -10.8% |
| 3M | +30.7% | -7.5% | +38.2% | +34.4% |
| 6M | +18.7% | -14.1% | +32.8% | +24.9% |
| YTD | +1.0% | -9.4% | +10.5% | +3.7% |
| 1Y | +15.1% | -4.1% | +19.2% | +14.6% |
| 3Y | +219.8% | +10.3% | +209.4% | +188.0% |
| 5Y | -28.7% | -19.7% | -8.9% | -25.5% |
| All | -47.0% | -17.3% | -29.7% | -49.0% |
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