+24.8%
DG vs TSN
+44.5%
-19.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -3.0% | -0.3% | -2.7% | -2.9% |
| 30D | +8.6% | +11.8% | -3.1% | +4.9% |
| 3M | +15.0% | +7.1% | +7.9% | +12.4% |
| 6M | +32.7% | -9.2% | +41.8% | +36.1% |
| YTD | +5.5% | +4.8% | +0.7% | +2.3% |
| 1Y | +34.6% | +11.6% | +23.0% | +27.2% |
| All | +24.8% | +44.5% | -19.6% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling