+244.3%
DIA vs TSN
-5.9%
+250.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.0% |
| 7D | -3.0% | +1.4% | -4.4% | -3.3% |
| 30D | -3.0% | -6.2% | +3.2% | -1.6% |
| 3M | +4.5% | -5.7% | +10.2% | +5.6% |
| 6M | +9.8% | -11.4% | +21.1% | +12.3% |
| YTD | +9.3% | -8.2% | +17.5% | +10.6% |
| 1Y | +16.0% | -2.0% | +18.0% | +15.1% |
| 3Y | +57.7% | +11.9% | +45.9% | +49.0% |
| 5Y | +63.8% | -17.8% | +81.5% | +66.6% |
| All | +244.3% | -5.9% | +250.1% | +221.3% |
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