+584.1%
MA vs TSN
+15.3%
+568.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -0.5% | -1.4% | +0.9% | -0.1% |
| 30D | +7.9% | +10.2% | -2.3% | +5.1% |
| 3M | +16.8% | +7.2% | +9.6% | +14.4% |
| 6M | +31.0% | -10.6% | +41.6% | +34.6% |
| YTD | +15.0% | +3.7% | +11.3% | +13.0% |
| 1Y | +17.0% | +13.5% | +3.6% | +11.9% |
| 3Y | +68.5% | +40.1% | +28.4% | +49.4% |
| 5Y | +85.0% | -14.5% | +99.4% | +88.1% |
| All | +584.1% | +15.3% | +568.8% | +526.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling