+101.9%
HAS vs TSN
+13.2%
+88.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +2.2% | +4.9% | -2.7% | +0.5% |
| 30D | +29.6% | +12.1% | +17.5% | +24.6% |
| 3M | +30.3% | +4.1% | +26.2% | +28.2% |
| 6M | +25.6% | -10.9% | +36.5% | +30.1% |
| YTD | +50.8% | +4.8% | +46.0% | +46.6% |
| 1Y | +63.0% | +17.6% | +45.4% | +51.6% |
| 3Y | +211.6% | +43.2% | +168.4% | +166.1% |
| 5Y | +50.4% | -13.9% | +64.3% | +51.7% |
| 10Y | +101.9% | +11.8% | +90.0% | +78.7% |
| All | +101.9% | +13.2% | +88.7% | +78.7% |
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 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