+1,103.7%
DIA vs TSN
+417.2%
+686.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | +0.9% | +5.8% | -4.9% | -0.3% |
| 30D | +1.1% | +12.8% | -11.7% | -1.5% |
| 3M | -2.9% | +6.5% | -9.3% | -4.3% |
| 6M | +5.9% | -10.3% | +16.1% | +7.9% |
| YTD | +9.8% | +5.5% | +4.2% | +7.7% |
| 1Y | +11.7% | +15.8% | -4.1% | +7.3% |
| 3Y | +59.5% | +42.5% | +17.0% | +45.1% |
| 5Y | +57.5% | -14.3% | +71.9% | +58.3% |
| 10Y | +235.9% | +18.2% | +217.7% | +205.6% |
| All | +1,103.7% | +417.2% | +686.5% | +588.6% |
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