+2,371.3%
D vs TSN
+1,049.6%
+1,321.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | +3.0% | +4.6% | -1.7% | +2.3% |
| 30D | +11.5% | +15.4% | -3.9% | +9.3% |
| 3M | +3.7% | +2.9% | +0.8% | +3.2% |
| 6M | +13.5% | -10.8% | +24.3% | +15.2% |
| YTD | +20.7% | +4.5% | +16.3% | +19.6% |
| 1Y | +18.2% | +19.5% | -1.3% | +14.8% |
| 3Y | +73.3% | +42.2% | +31.1% | +64.1% |
| 5Y | +12.3% | -14.2% | +26.5% | +13.1% |
| 10Y | +43.4% | +15.4% | +28.0% | +35.9% |
| All | +2,371.3% | +1,049.6% | +1,321.8% | +1,502.4% |
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