-10.4%
DOW vs TSN
-1.2%
-9.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.2% | -0.4% |
| 7D | -2.9% | -5.0% | +2.1% | -0.6% |
| 30D | +2.0% | -9.1% | +11.0% | +6.5% |
| 3M | -12.5% | -7.4% | -5.1% | -9.9% |
| 6M | -9.2% | -13.4% | +4.2% | -4.4% |
| YTD | +30.8% | -8.5% | +39.3% | +33.4% |
| 1Y | +29.4% | -3.2% | +32.6% | +28.0% |
| 3Y | -34.6% | +11.5% | -46.0% | -40.9% |
| 5Y | -35.9% | -19.5% | -16.4% | -33.6% |
| All | -10.4% | -1.2% | -9.3% | -13.9% |
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