-44.8%
COMP vs TSN
-17.8%
-27.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | +1.4% | -6.3% | +7.7% | +3.9% |
| 30D | -13.3% | -10.8% | -2.5% | -9.3% |
| 3M | +41.1% | -8.8% | +49.9% | +45.9% |
| 6M | +17.2% | -16.8% | +34.0% | +25.3% |
| YTD | +5.2% | -10.0% | +15.2% | +8.3% |
| 1Y | +18.9% | -5.3% | +24.2% | +19.1% |
| 3Y | +215.9% | +8.5% | +207.4% | +186.8% |
| 5Y | -31.2% | -22.9% | -8.3% | -27.1% |
| All | -44.8% | -17.8% | -27.0% | -46.7% |
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