-12.1%
DOW vs TSN
+0.2%
-12.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.0% | -2.5% |
| 7D | -1.4% | +3.0% | -4.4% | -2.8% |
| 30D | -3.9% | -4.2% | +0.2% | -2.1% |
| 3M | -12.7% | -3.9% | -8.8% | -11.6% |
| 6M | -13.7% | -9.8% | -3.8% | -10.9% |
| YTD | +28.4% | -7.3% | +35.7% | +30.1% |
| 1Y | +21.8% | -2.2% | +24.0% | +19.8% |
| 3Y | -35.7% | +11.9% | -47.6% | -42.0% |
| 5Y | -36.8% | -16.9% | -19.9% | -35.7% |
| All | -12.1% | +0.2% | -12.2% | -16.1% |
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 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