+2,498.9%
MAR vs TSN
+307.5%
+2,191.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -4.2% | -6.3% | +2.2% | -2.5% |
| 30D | -6.7% | -10.8% | +4.1% | -3.7% |
| 3M | -12.5% | -8.8% | -3.7% | -10.5% |
| 6M | +0.6% | -16.8% | +17.4% | +5.2% |
| YTD | +9.1% | -10.0% | +19.1% | +11.3% |
| 1Y | +26.2% | -5.3% | +31.5% | +26.6% |
| 3Y | +68.2% | +8.5% | +59.6% | +60.1% |
| 5Y | +163.9% | -22.9% | +186.8% | +174.3% |
| 10Y | +420.6% | -12.6% | +433.2% | +407.0% |
| All | +2,498.9% | +307.5% | +2,191.5% | +1,296.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling