+1,105.4%
DIA vs TSN
+408.3%
+697.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | +1.6% | -1.4% | +3.0% | +1.9% |
| 30D | +1.2% | +10.2% | -8.9% | -0.9% |
| 3M | -2.4% | +7.2% | -9.6% | -4.0% |
| 6M | +5.7% | -10.6% | +16.3% | +7.8% |
| YTD | +9.9% | +3.7% | +6.2% | +8.2% |
| 1Y | +9.8% | +13.5% | -3.7% | +5.9% |
| 3Y | +59.8% | +40.1% | +19.7% | +45.8% |
| 5Y | +57.7% | -14.5% | +72.1% | +58.5% |
| 10Y | +235.8% | +15.7% | +220.1% | +206.9% |
| All | +1,105.4% | +408.3% | +697.1% | +592.1% |
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