+7.8%
D vs TSN
-22.4%
+30.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.2% |
| 7D | +1.5% | -6.3% | +7.8% | +3.3% |
| 30D | -2.6% | -10.8% | +8.2% | +0.6% |
| 3M | 0.0% | -8.8% | +8.8% | +2.3% |
| 6M | +7.4% | -16.8% | +24.2% | +12.6% |
| YTD | +15.9% | -10.0% | +25.9% | +18.3% |
| 1Y | +18.1% | -5.3% | +23.4% | +18.3% |
| 3Y | +58.4% | +8.5% | +49.9% | +50.6% |
| All | +7.8% | -22.4% | +30.2% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling