+423.6%
COMP vs TSN
+41.9%
+381.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.0% |
| 7D | 0.0% | -1.4% | +1.4% | +0.5% |
| 30D | +16.6% | +8.5% | +8.1% | +12.9% |
| 3M | -23.5% | +5.3% | -28.8% | -25.3% |
| 6M | +25.7% | -10.5% | +36.2% | +31.2% |
| YTD | -3.4% | +3.0% | -6.4% | -6.2% |
| 1Y | +7.6% | +12.1% | -4.5% | -0.4% |
| 3Y | +423.6% | +43.1% | +380.5% | +189.4% |
| All | +423.6% | +41.9% | +381.7% | +189.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling