+53.9%
F vs TSN
-22.4%
+76.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.1% | +1.7% |
| 7D | +5.3% | -6.3% | +11.6% | +7.5% |
| 30D | +4.6% | -10.8% | +15.4% | +8.6% |
| 3M | -3.7% | -8.8% | +5.1% | -1.0% |
| 6M | +16.8% | -16.8% | +33.6% | +23.1% |
| YTD | +15.3% | -10.0% | +25.3% | +17.3% |
| 1Y | +31.0% | -5.3% | +36.3% | +30.1% |
| 3Y | +45.4% | +8.5% | +36.9% | +32.5% |
| All | +53.9% | -22.4% | +76.3% | +70.5% |
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