+608.6%
DG vs TSN
+542.1%
+66.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -3.0% | -0.3% | -2.7% | -2.9% |
| 30D | +8.6% | +11.8% | -3.1% | +6.6% |
| 3M | +15.0% | +7.1% | +7.9% | +13.7% |
| 6M | +32.7% | -9.2% | +41.8% | +34.6% |
| YTD | +5.5% | +4.8% | +0.7% | +4.2% |
| 1Y | +34.6% | +11.6% | +23.0% | +31.5% |
| 3Y | +24.2% | +41.5% | -17.3% | +16.8% |
| 5Y | -32.3% | -15.5% | -16.7% | -31.7% |
| 10Y | +111.1% | +16.9% | +94.2% | +98.2% |
| All | +608.6% | +542.1% | +66.5% | +406.6% |
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