+56.9%
HAS vs TSN
-11.8%
+68.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -1.8% | -6.3% | +4.5% | +0.3% |
| 30D | +2.3% | -10.8% | +13.1% | +6.1% |
| 3M | +10.4% | -8.8% | +19.1% | +13.3% |
| 6M | -3.2% | -16.8% | +13.6% | +2.2% |
| YTD | +15.4% | -10.0% | +25.4% | +18.2% |
| 1Y | +18.8% | -5.3% | +24.1% | +19.1% |
| 3Y | +43.9% | +8.5% | +35.4% | +35.6% |
| 5Y | +13.9% | -22.9% | +36.8% | +19.0% |
| All | +56.9% | -11.8% | +68.7% | +48.7% |
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