+185.4%
MAR vs TSN
-14.6%
+199.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +1.0% | -0.3% | +1.3% | +1.1% |
| 30D | +16.2% | +11.8% | +4.5% | +13.1% |
| 3M | +23.1% | +7.1% | +16.0% | +20.8% |
| 6M | +22.0% | -9.2% | +31.1% | +24.5% |
| YTD | +39.2% | +4.8% | +34.4% | +36.0% |
| 1Y | +48.3% | +11.6% | +36.6% | +42.1% |
| 3Y | +123.4% | +41.5% | +81.8% | +94.8% |
| 5Y | +185.4% | -15.5% | +200.9% | +199.6% |
| All | +185.4% | -14.6% | +199.9% | +199.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling