-28.4%
DT vs TSN
-20.2%
-8.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | -0.5% | -7.3% | +6.8% | +0.3% |
| 30D | +0.1% | -8.6% | +8.7% | +1.0% |
| 3M | +24.1% | -7.5% | +31.6% | +25.0% |
| 6M | +30.1% | -14.1% | +44.2% | +31.8% |
| YTD | +16.8% | -9.4% | +26.2% | +17.2% |
| 1Y | -0.1% | -4.1% | +4.0% | -0.8% |
| 3Y | +6.8% | +10.3% | -3.5% | +2.6% |
| 5Y | -28.4% | -19.7% | -8.6% | -23.5% |
| All | -28.4% | -20.2% | -8.2% | -23.5% |
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