+99.2%
DE vs TSN
-19.7%
+118.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | -3.0% | -7.3% | +4.3% | -1.4% |
| 30D | +11.1% | -8.6% | +19.8% | +13.4% |
| 3M | +17.6% | -7.5% | +25.1% | +19.4% |
| 6M | +13.6% | -14.1% | +27.7% | +17.0% |
| YTD | +46.3% | -9.4% | +55.7% | +48.5% |
| 1Y | +44.2% | -4.1% | +48.3% | +44.0% |
| 3Y | +76.6% | +10.3% | +66.2% | +68.5% |
| All | +99.2% | -19.7% | +118.9% | +100.4% |
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 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