-54.2%
COMP vs TSN
-3.9%
-50.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +0.1% | -8.3% | -8.2% |
| 7D | -1.8% | +6.9% | -8.7% | -4.5% |
| 30D | -0.8% | +15.7% | -16.4% | -6.7% |
| 3M | -28.1% | +4.3% | -32.4% | -29.6% |
| 6M | +27.0% | -10.6% | +37.6% | +32.8% |
| YTD | -12.8% | +5.2% | -18.0% | -16.0% |
| 1Y | +4.9% | +18.7% | -13.8% | -4.8% |
| 3Y | +321.0% | +41.8% | +279.2% | +240.9% |
| 5Y | -25.6% | -13.6% | -12.0% | -24.9% |
| All | -54.2% | -3.9% | -50.3% | -58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling