-53.4%
IT vs TSN
+44.5%
-97.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.3% |
| 7D | -6.8% | -0.3% | -6.6% | -6.8% |
| 30D | -0.6% | +11.8% | -12.3% | -2.2% |
| 3M | +3.1% | +7.1% | -4.0% | +1.9% |
| 6M | +25.5% | -9.2% | +34.6% | +26.6% |
| YTD | -23.5% | +4.8% | -28.3% | -24.2% |
| 1Y | -16.6% | +11.6% | -28.3% | -18.2% |
| All | -53.4% | +44.5% | -97.9% | -55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling