+0.1%
DOW vs TSN
+11.2%
-11.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | +5.2% | -1.4% | +6.7% | +5.9% |
| 30D | +13.2% | +8.5% | +4.7% | +8.7% |
| 3M | +10.1% | +5.3% | +4.8% | +7.0% |
| 6M | -13.1% | -10.5% | -2.6% | -9.4% |
| YTD | +46.1% | +3.0% | +43.2% | +40.6% |
| 1Y | +50.0% | +12.1% | +37.9% | +38.1% |
| 3Y | -20.2% | +43.1% | -63.3% | -36.6% |
| 5Y | -27.7% | -15.1% | -12.6% | -26.4% |
| All | +0.1% | +11.2% | -11.1% | -9.3% |
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