+424.9%
MAR vs TSN
-5.9%
+430.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.2% |
| 7D | -2.1% | +1.4% | -3.4% | -2.6% |
| 30D | -5.7% | -6.2% | +0.5% | -3.7% |
| 3M | -14.6% | -5.7% | -9.0% | -13.3% |
| 6M | +1.3% | -11.4% | +12.7% | +4.7% |
| YTD | +6.7% | -8.2% | +14.9% | +8.4% |
| 1Y | +26.4% | -2.0% | +28.5% | +25.0% |
| 3Y | +64.7% | +11.9% | +52.9% | +51.1% |
| 5Y | +153.1% | -17.8% | +170.8% | +159.3% |
| All | +424.9% | -5.9% | +430.7% | +389.7% |
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