-13.9%
DT vs TSN
+43.3%
-57.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.1% |
| 7D | -7.5% | +5.8% | -13.4% | -7.8% |
| 30D | -31.5% | +12.8% | -44.4% | -31.9% |
| 3M | -14.0% | +6.5% | -20.5% | -14.3% |
| 6M | +6.9% | -10.3% | +17.1% | +8.0% |
| YTD | +0.3% | +5.5% | -5.2% | -0.8% |
| 1Y | -6.9% | +15.8% | -22.7% | -9.2% |
| 3Y | -13.9% | +42.5% | -56.4% | -15.1% |
| All | -13.9% | +43.3% | -57.2% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling