+591.6%
DG vs TSN
+530.8%
+60.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +0.3% | -1.4% | +1.7% | +0.5% |
| 30D | +3.2% | +8.5% | -5.3% | +1.9% |
| 3M | +10.4% | +5.3% | +5.1% | +9.4% |
| 6M | +33.2% | -10.5% | +43.7% | +35.4% |
| YTD | +3.0% | +3.0% | 0.0% | +2.1% |
| 1Y | +31.2% | +12.1% | +19.1% | +28.1% |
| 3Y | +21.8% | +43.1% | -21.3% | +14.4% |
| 5Y | -35.0% | -15.1% | -19.9% | -34.4% |
| 10Y | +106.0% | +14.8% | +91.2% | +94.0% |
| All | +591.6% | +530.8% | +60.8% | +396.0% |
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