+87.9%
IT vs TSN
+15.3%
+72.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | -3.7% | -1.4% | -2.2% | -3.3% |
| 30D | -3.1% | +10.2% | -13.3% | -5.6% |
| 3M | +6.3% | +7.2% | -0.8% | +4.1% |
| 6M | +24.8% | -10.6% | +35.4% | +28.2% |
| YTD | -24.4% | +3.7% | -28.1% | -25.6% |
| 1Y | -17.1% | +13.5% | -30.5% | -20.6% |
| 3Y | -53.6% | +40.1% | -93.7% | -59.0% |
| 5Y | -42.5% | -14.5% | -28.1% | -41.6% |
| All | +87.9% | +15.3% | +72.6% | +65.4% |
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