+508.4%
F vs TSN
+1,049.6%
-541.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +1.6% | +4.6% | -3.1% | +0.3% |
| 30D | +2.6% | +15.4% | -12.8% | -1.3% |
| 3M | -8.8% | +2.9% | -11.7% | -9.7% |
| 6M | +4.6% | -10.8% | +15.4% | +7.3% |
| YTD | -1.9% | +4.5% | -6.4% | -4.1% |
| 1Y | -0.8% | +19.5% | -20.3% | -6.6% |
| 3Y | +43.5% | +42.2% | +1.3% | +27.8% |
| 5Y | -12.1% | -14.2% | +2.1% | -10.7% |
| 10Y | +83.6% | +15.4% | +68.3% | +68.2% |
| All | +508.4% | +1,049.6% | -541.2% | +162.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling