+123.3%
MAR vs TSN
+44.5%
+78.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +1.0% | -0.3% | +1.3% | +1.1% |
| 30D | +16.2% | +11.8% | +4.5% | +14.2% |
| 3M | +23.1% | +7.1% | +16.0% | +21.6% |
| 6M | +22.0% | -9.2% | +31.1% | +23.7% |
| YTD | +39.2% | +4.8% | +34.4% | +36.8% |
| 1Y | +48.3% | +11.6% | +36.6% | +43.5% |
| All | +123.3% | +44.5% | +78.8% | +98.5% |
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 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