+21.3%
MAR vs TSN
-11.3%
+32.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.3% |
| 7D | +1.6% | -1.4% | +3.0% | +1.8% |
| 30D | +13.8% | +8.5% | +5.3% | +12.7% |
| 3M | +20.3% | +5.3% | +15.0% | +19.3% |
| 6M | +21.3% | -10.5% | +31.8% | +26.3% |
| All | +21.3% | -11.3% | +32.6% | +26.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling