+1,129.1%
DIA vs TSN
+341.1%
+788.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.4% |
| 7D | -0.2% | -6.3% | +6.1% | +1.1% |
| 30D | -1.5% | -10.8% | +9.3% | +0.8% |
| 3M | +3.8% | -8.8% | +12.5% | +5.5% |
| 6M | +10.3% | -16.8% | +27.1% | +14.0% |
| YTD | +12.1% | -10.0% | +22.1% | +13.8% |
| 1Y | +18.6% | -5.3% | +23.9% | +18.9% |
| 3Y | +60.6% | +8.5% | +52.1% | +54.9% |
| 5Y | +64.4% | -22.9% | +87.3% | +69.0% |
| 10Y | +250.1% | -12.6% | +262.7% | +238.7% |
| All | +1,129.1% | +341.1% | +788.0% | +627.9% |
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