-45.6%
IT vs TSN
-18.6%
-27.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | +0.3% |
| 7D | -12.7% | +1.4% | -14.1% | -12.9% |
| 30D | -8.9% | -6.2% | -2.7% | -8.0% |
| 3M | +10.1% | -5.7% | +15.8% | +11.2% |
| 6M | +7.3% | -11.4% | +18.6% | +9.0% |
| YTD | -32.4% | -8.2% | -24.2% | -31.6% |
| 1Y | -26.6% | -2.0% | -24.6% | -26.8% |
| 3Y | -51.8% | +11.9% | -63.7% | -53.6% |
| 5Y | -45.6% | -17.8% | -27.8% | -40.5% |
| All | -45.6% | -18.6% | -27.0% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling