+14.2%
D vs TSN
-2.3%
+16.5%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.2% |
| 7D | -1.6% | +1.4% | -3.0% | -1.8% |
| 30D | -3.5% | -6.2% | +2.7% | -2.9% |
| 3M | -1.6% | -5.7% | +4.1% | -1.1% |
| 6M | +5.8% | -11.4% | +17.2% | +7.3% |
| YTD | +14.5% | -8.2% | +22.7% | +15.6% |
| 1Y | +14.2% | -2.0% | +16.2% | +14.3% |
| All | +14.2% | -2.3% | +16.5% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling