+4.3%
DT vs TSN
-5.8%
+10.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.7% |
| 7D | -3.3% | -6.3% | +3.0% | -3.6% |
| 30D | +2.0% | -10.8% | +12.9% | +1.8% |
| 3M | +20.0% | -8.8% | +28.8% | +19.5% |
| 6M | +39.3% | -16.8% | +56.1% | +37.0% |
| YTD | +19.8% | -10.0% | +29.7% | +16.6% |
| 1Y | +4.3% | -5.3% | +9.5% | +2.3% |
| All | +4.3% | -5.8% | +10.1% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling