-41.4%
IT vs TSN
-14.6%
-26.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.5% |
| 3M | +3.1% | +7.1% | -4.0% | +1.7% |
| 6M | +25.5% | -9.2% | +34.6% | +27.3% |
| YTD | -23.5% | +4.8% | -28.3% | -24.5% |
| 1Y | -16.6% | +11.6% | -28.3% | -18.7% |
| 3Y | -53.1% | +41.5% | -94.7% | -57.0% |
| 5Y | -41.4% | -15.5% | -25.9% | -37.3% |
| All | -41.4% | -14.6% | -26.9% | -37.3% |
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