+100.0%
IT vs TSN
-4.9%
+104.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.0% | +4.3% | +5.0% |
| 7D | -3.7% | +3.0% | -6.7% | -4.4% |
| 30D | +0.1% | -4.2% | +4.3% | +1.0% |
| 3M | +20.7% | -3.9% | +24.6% | +21.7% |
| 6M | +12.0% | -9.8% | +21.8% | +14.3% |
| YTD | -28.8% | -7.3% | -21.5% | -27.9% |
| 1Y | -25.5% | -2.2% | -23.3% | -25.8% |
| 3Y | -48.8% | +11.9% | -60.6% | -51.7% |
| 5Y | -42.7% | -16.9% | -25.8% | -41.7% |
| All | +100.0% | -4.9% | +104.9% | +83.0% |
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