-21.3%
IT vs TSN
-5.8%
-15.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -4.0% | -4.5% |
| 7D | -6.0% | -6.3% | +0.3% | -5.4% |
| 30D | 0.0% | -10.8% | +10.8% | +1.7% |
| 3M | +13.1% | -8.8% | +21.8% | +14.5% |
| 6M | +11.7% | -16.8% | +28.5% | +13.7% |
| YTD | -26.1% | -10.0% | -16.1% | -24.6% |
| 1Y | -21.3% | -5.3% | -16.0% | -18.7% |
| All | -21.3% | -5.8% | -15.5% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling