-35.9%
DOW vs TSN
-20.2%
-15.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.2% |
| 7D | -6.0% | -7.3% | +1.3% | -3.8% |
| 30D | -2.7% | -8.6% | +5.9% | 0.0% |
| 3M | -10.5% | -7.5% | -3.0% | -8.6% |
| 6M | -12.4% | -14.1% | +1.7% | -9.1% |
| YTD | +30.0% | -9.4% | +39.5% | +32.0% |
| 1Y | +27.8% | -4.1% | +31.9% | +26.9% |
| 3Y | -34.9% | +10.3% | -45.3% | -38.8% |
| 5Y | -35.9% | -19.7% | -16.2% | -35.0% |
| All | -35.9% | -20.2% | -15.7% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling