+336.0%
IR vs TSN
+29.0%
+306.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | +2.5% | -1.4% | +4.0% | +3.0% |
| 30D | +9.2% | +8.5% | +0.7% | +6.0% |
| 3M | +0.9% | +5.3% | -4.3% | -1.2% |
| 6M | +19.2% | -10.5% | +29.7% | +23.1% |
| YTD | +7.5% | +3.0% | +4.5% | +4.9% |
| 1Y | +11.7% | +12.1% | -0.4% | +5.5% |
| 3Y | +23.9% | +43.1% | -19.2% | +4.1% |
| 5Y | +46.4% | -15.1% | +61.4% | +49.3% |
| All | +336.0% | +29.0% | +306.9% | +292.0% |
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