+35.3%
D vs TSN
-9.5%
+44.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.2% |
| 7D | +0.8% | -5.0% | +5.8% | +1.8% |
| 30D | -0.7% | -9.1% | +8.3% | +1.2% |
| 3M | +2.1% | -7.4% | +9.5% | +3.5% |
| 6M | +6.8% | -13.4% | +20.2% | +9.6% |
| YTD | +16.5% | -8.5% | +25.0% | +18.1% |
| 1Y | +19.2% | -3.2% | +22.3% | +19.0% |
| 3Y | +61.9% | +11.5% | +50.4% | +56.6% |
| 5Y | +6.5% | -19.5% | +26.1% | +8.8% |
| 10Y | +35.3% | -9.1% | +44.4% | +36.5% |
| All | +35.3% | -9.5% | +44.8% | +36.5% |
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