+256.9%
HL vs TSN
-4.9%
+261.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.5% |
| 7D | -4.4% | +3.0% | -7.4% | -5.4% |
| 30D | +9.3% | -4.2% | +13.5% | +10.7% |
| 3M | +32.0% | -3.9% | +35.9% | +33.0% |
| 6M | -6.4% | -9.8% | +3.4% | -4.3% |
| YTD | +3.1% | -7.3% | +10.4% | +4.4% |
| 1Y | +77.6% | -2.2% | +79.8% | +76.0% |
| 3Y | +392.8% | +11.9% | +380.9% | +353.0% |
| 5Y | +234.1% | -16.9% | +251.1% | +243.4% |
| All | +256.9% | -4.9% | +261.8% | +214.5% |
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