+69.0%
F vs TSN
+17.5%
+51.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -2.1% | -0.3% | -1.9% | -2.0% |
| 30D | +3.3% | +11.8% | -8.4% | -1.1% |
| 3M | -11.3% | +7.1% | -18.4% | -13.9% |
| 6M | +5.3% | -9.2% | +14.5% | +8.4% |
| YTD | -2.2% | +4.8% | -7.0% | -5.7% |
| 1Y | -3.5% | +11.6% | -15.2% | -9.6% |
| 3Y | +49.5% | +41.5% | +8.0% | +24.4% |
| 5Y | -13.5% | -15.5% | +2.0% | -11.0% |
| 10Y | +69.0% | +16.9% | +52.2% | +49.9% |
| All | +69.0% | +17.5% | +51.5% | +49.9% |
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