+84.1%
F vs TSN
-9.4%
+93.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.0% | -2.9% | -3.5% |
| 7D | -4.9% | -7.3% | +2.4% | -2.3% |
| 30D | -2.9% | -8.6% | +5.7% | +0.3% |
| 3M | -9.1% | -7.5% | -1.5% | -6.8% |
| 6M | +12.9% | -14.1% | +27.1% | +18.0% |
| YTD | +6.1% | -9.4% | +15.5% | +8.3% |
| 1Y | +22.5% | -4.1% | +26.6% | +21.8% |
| 3Y | +32.1% | +10.3% | +21.7% | +21.8% |
| 5Y | +43.7% | -19.7% | +63.5% | +50.4% |
| 10Y | +84.1% | -7.0% | +91.1% | +74.4% |
| All | +84.1% | -9.4% | +93.6% | +74.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling