+59.9%
DIA vs TSN
+13.0%
+47.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.3% |
| 7D | +0.1% | -5.0% | +5.1% | +0.6% |
| 30D | -2.1% | -9.1% | +7.0% | -1.0% |
| 3M | +4.2% | -7.4% | +11.6% | +5.0% |
| 6M | +11.9% | -13.4% | +25.3% | +13.5% |
| YTD | +10.8% | -8.5% | +19.3% | +11.3% |
| 1Y | +17.5% | -3.2% | +20.7% | +16.7% |
| 3Y | +59.9% | +11.5% | +48.5% | +51.2% |
| All | +59.9% | +13.0% | +47.0% | +51.2% |
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 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