+2,358.4%
D vs TSN
+1,053.2%
+1,305.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | +0.8% | +4.9% | -4.1% | +0.1% |
| 30D | +10.7% | +12.1% | -1.3% | +9.0% |
| 3M | +2.3% | +4.1% | -1.8% | +1.6% |
| 6M | +12.5% | -10.9% | +23.4% | +14.1% |
| YTD | +20.1% | +4.8% | +15.3% | +18.9% |
| 1Y | +15.6% | +17.6% | -2.1% | +12.5% |
| 3Y | +75.2% | +43.2% | +31.9% | +65.7% |
| 5Y | +14.6% | -13.9% | +28.5% | +15.4% |
| 10Y | +43.8% | +11.8% | +31.9% | +36.7% |
| All | +2,358.4% | +1,053.2% | +1,305.1% | +1,493.3% |
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 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