+7.8%
LOW vs TSN
-20.2%
+28.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | -0.6% | -7.3% | +6.7% | +1.4% |
| 30D | -9.3% | -8.6% | -0.6% | -7.0% |
| 3M | -8.1% | -7.5% | -0.5% | -6.2% |
| 6M | -19.8% | -14.1% | -5.6% | -16.8% |
| YTD | -16.4% | -9.4% | -6.9% | -14.8% |
| 1Y | -24.7% | -4.1% | -20.6% | -24.8% |
| 3Y | -8.8% | +10.3% | -19.2% | -14.2% |
| 5Y | +7.8% | -19.7% | +27.5% | +17.0% |
| All | +7.8% | -20.2% | +28.0% | +17.0% |
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 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