+102.2%
DG vs TSN
-9.4%
+111.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.5% | -2.4% |
| 7D | -4.8% | -7.3% | +2.5% | -3.5% |
| 30D | +1.8% | -8.6% | +10.4% | +3.5% |
| 3M | +14.5% | -7.5% | +22.0% | +16.1% |
| 6M | -13.6% | -14.1% | +0.6% | -11.3% |
| YTD | -4.8% | -9.4% | +4.6% | -3.5% |
| 1Y | +21.6% | -4.1% | +25.7% | +21.7% |
| 3Y | +4.5% | +10.3% | -5.9% | +1.7% |
| 5Y | -38.5% | -19.7% | -18.7% | -37.1% |
| 10Y | +102.2% | -7.0% | +109.2% | +93.3% |
| All | +102.2% | -9.4% | +111.6% | +93.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling