+14,609.3%
DE vs TSN
+890.5%
+13,718.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | 0.0% |
| 7D | +10.0% | -6.3% | +16.3% | +11.7% |
| 30D | +13.3% | -10.8% | +24.1% | +16.4% |
| 3M | +17.5% | -8.8% | +26.3% | +19.8% |
| 6M | +13.6% | -16.8% | +30.4% | +18.1% |
| YTD | +49.8% | -10.0% | +59.8% | +52.6% |
| 1Y | +47.9% | -5.3% | +53.1% | +48.4% |
| 3Y | +72.5% | +8.5% | +64.0% | +66.2% |
| 5Y | +90.2% | -22.9% | +113.2% | +96.7% |
| 10Y | +865.4% | -12.6% | +878.0% | +835.0% |
| All | +14,609.3% | +890.5% | +13,718.8% | +6,227.5% |
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 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