+35,474.9%
LOW vs TSN
+890.5%
+34,584.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +1.9% | +1.4% |
| 7D | -1.7% | -6.3% | +4.6% | -0.2% |
| 30D | -7.0% | -10.8% | +3.8% | -4.4% |
| 3M | -0.9% | -8.8% | +7.9% | +1.2% |
| 6M | -20.1% | -16.8% | -3.3% | -16.7% |
| YTD | -13.9% | -10.0% | -3.9% | -12.2% |
| 1Y | -21.1% | -5.3% | -15.9% | -20.8% |
| 3Y | -6.6% | +8.5% | -15.2% | -10.1% |
| 5Y | +9.4% | -22.9% | +32.3% | +13.6% |
| 10Y | +220.5% | -12.6% | +233.1% | +212.4% |
| All | +35,474.9% | +890.5% | +34,584.4% | +14,178.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling