+43.3%
IR vs TSN
-20.8%
+64.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.0% |
| 7D | +0.6% | -5.0% | +5.7% | +1.8% |
| 30D | -13.6% | -9.1% | -4.5% | -11.7% |
| 3M | +3.7% | -7.4% | +11.1% | +5.3% |
| 6M | -13.1% | -13.4% | +0.3% | -10.6% |
| YTD | -5.1% | -8.5% | +3.4% | -4.0% |
| 1Y | -6.5% | -3.2% | -3.3% | -6.9% |
| 3Y | +8.5% | +11.5% | -3.0% | +1.6% |
| 5Y | +43.3% | -19.5% | +62.8% | +58.2% |
| All | +43.3% | -20.8% | +64.1% | +58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling