+325.3%
IR vs TSN
+30.9%
+294.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.6% |
| 7D | +3.7% | +4.6% | -1.0% | +2.0% |
| 30D | +7.4% | +15.4% | -8.0% | +2.1% |
| 3M | -5.9% | +2.9% | -8.8% | -7.2% |
| 6M | +5.6% | -10.8% | +16.4% | +9.1% |
| YTD | +4.8% | +4.5% | +0.4% | +1.8% |
| 1Y | +6.9% | +19.5% | -12.6% | -1.4% |
| 3Y | +27.6% | +42.2% | -14.7% | +7.5% |
| 5Y | +45.8% | -14.2% | +60.0% | +48.2% |
| All | +325.3% | +30.9% | +294.3% | +280.5% |
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 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