-15.8%
F vs TSN
-16.4%
+0.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.8% | -2.5% |
| 7D | -3.9% | -1.4% | -2.5% | -3.4% |
| 30D | -0.5% | +10.2% | -10.6% | -3.7% |
| 3M | -12.9% | +7.2% | -20.1% | -15.1% |
| 6M | +1.5% | -10.6% | +12.1% | +5.0% |
| YTD | -5.0% | +3.7% | -8.7% | -8.0% |
| 1Y | -7.3% | +13.5% | -20.8% | -13.8% |
| 3Y | +45.3% | +40.1% | +5.2% | +19.4% |
| 5Y | -15.8% | -14.5% | -1.3% | -8.7% |
| All | -15.8% | -16.4% | +0.6% | -8.7% |
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