+31,139.8%
HD vs TSN
+890.5%
+30,249.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | -2.1% | -6.3% | +4.3% | -0.6% |
| 30D | -8.4% | -10.8% | +2.4% | -6.0% |
| 3M | +4.3% | -8.8% | +13.1% | +6.3% |
| 6M | -11.1% | -16.8% | +5.7% | -7.7% |
| YTD | -4.7% | -10.0% | +5.3% | -3.0% |
| 1Y | -19.8% | -5.3% | -14.6% | -19.5% |
| 3Y | +4.1% | +8.5% | -4.4% | +0.5% |
| 5Y | +10.3% | -22.9% | +33.2% | +14.2% |
| 10Y | +203.2% | -12.6% | +215.8% | +194.8% |
| All | +31,139.8% | +890.5% | +30,249.3% | +11,776.2% |
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