+593.1%
MA vs TSN
+14.5%
+578.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.1% | +1.5% |
| 7D | +1.3% | -1.4% | +2.7% | +1.7% |
| 30D | +9.6% | +8.5% | +1.1% | +7.2% |
| 3M | +16.8% | +5.3% | +11.5% | +15.0% |
| 6M | +35.2% | -10.5% | +45.7% | +38.9% |
| YTD | +16.6% | +3.0% | +13.6% | +14.7% |
| 1Y | +19.8% | +12.1% | +7.6% | +14.9% |
| 3Y | +70.7% | +43.1% | +27.6% | +50.4% |
| 5Y | +87.4% | -15.1% | +102.5% | +91.0% |
| All | +593.1% | +14.5% | +578.6% | +535.5% |
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 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