+498.8%
MAR vs TSN
+14.5%
+484.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.1% |
| 7D | +1.6% | -1.4% | +3.0% | +2.1% |
| 30D | +13.8% | +8.5% | +5.3% | +10.4% |
| 3M | +20.3% | +5.3% | +15.0% | +17.7% |
| 6M | +21.3% | -10.5% | +31.8% | +25.5% |
| YTD | +37.2% | +3.0% | +34.3% | +33.6% |
| 1Y | +48.4% | +12.1% | +36.3% | +39.7% |
| 3Y | +120.1% | +43.1% | +77.0% | +83.3% |
| 5Y | +182.1% | -15.1% | +197.2% | +188.1% |
| All | +498.8% | +14.5% | +484.3% | +433.3% |
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 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