-39.9%
DT vs TSN
-13.7%
-26.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.2% |
| 7D | -7.5% | +5.8% | -13.4% | -8.1% |
| 30D | -31.5% | +12.8% | -44.4% | -32.5% |
| 3M | -14.0% | +6.5% | -20.5% | -14.7% |
| 6M | +6.9% | -10.3% | +17.1% | +8.3% |
| YTD | +0.3% | +5.5% | -5.2% | -1.2% |
| 1Y | -6.9% | +15.8% | -22.7% | -9.8% |
| 3Y | -13.9% | +42.5% | -56.4% | -20.3% |
| 5Y | -39.9% | -14.3% | -25.6% | -38.2% |
| All | -39.9% | -13.7% | -26.2% | -38.2% |
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