+67.0%
MAR vs TSN
+10.3%
+56.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +1.0% |
| 7D | -0.5% | -7.3% | +6.8% | +0.6% |
| 30D | -4.7% | -8.6% | +4.0% | -3.4% |
| 3M | -15.6% | -7.5% | -8.1% | -14.7% |
| 6M | +1.2% | -14.1% | +15.3% | +3.3% |
| YTD | +7.5% | -9.4% | +16.9% | +8.2% |
| 1Y | +26.6% | -4.1% | +30.7% | +25.6% |
| All | +67.0% | +10.3% | +56.7% | +54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling