+583.4%
DG vs TSN
+451.4%
+132.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.1% | +1.6% |
| 7D | +8.4% | -6.3% | +14.7% | +9.5% |
| 30D | +4.9% | -10.8% | +15.7% | +6.9% |
| 3M | +29.3% | -8.8% | +38.1% | +31.2% |
| 6M | -11.3% | -16.8% | +5.6% | -8.8% |
| YTD | +1.8% | -10.0% | +11.7% | +3.1% |
| 1Y | +25.3% | -5.3% | +30.6% | +25.8% |
| 3Y | +9.1% | +8.5% | +0.6% | +6.9% |
| 5Y | -34.9% | -22.9% | -12.0% | -33.2% |
| 10Y | +108.2% | -12.6% | +120.8% | +103.7% |
| All | +583.4% | +451.4% | +132.0% | +401.2% |
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