-49.3%
COMP vs TSN
-4.6%
-44.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.7% | +11.5% | +11.0% |
| 7D | +13.4% | +4.6% | +8.8% | +11.3% |
| 30D | +11.1% | +15.4% | -4.3% | +4.5% |
| 3M | -18.8% | +2.9% | -21.7% | -20.1% |
| 6M | +10.5% | -10.8% | +21.3% | +15.7% |
| YTD | -3.4% | +4.5% | -7.9% | -6.7% |
| 1Y | +19.7% | +19.5% | +0.2% | +8.2% |
| 3Y | +381.6% | +42.2% | +339.4% | +289.2% |
| 5Y | -17.6% | -14.2% | -3.4% | -16.6% |
| All | -49.3% | -4.6% | -44.7% | -54.1% |
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