+75.0%
D vs TSN
+41.9%
+33.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.5% |
| 7D | -1.4% | -1.4% | +0.1% | -0.9% |
| 30D | +7.7% | +8.5% | -0.7% | +5.2% |
| 3M | -0.3% | +5.3% | -5.6% | -2.0% |
| 6M | +10.1% | -10.5% | +20.6% | +13.6% |
| YTD | +19.1% | +3.0% | +16.1% | +16.6% |
| 1Y | +15.9% | +12.1% | +3.8% | +9.6% |
| 3Y | +75.0% | +43.1% | +31.9% | +44.2% |
| All | +75.0% | +41.9% | +33.1% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling