+3,168.2%
MAR vs TSN
+366.1%
+2,802.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.1% |
| 7D | +1.6% | -1.4% | +3.0% | +2.0% |
| 30D | +13.8% | +8.5% | +5.3% | +11.1% |
| 3M | +20.3% | +5.3% | +15.0% | +18.3% |
| 6M | +21.3% | -10.5% | +31.8% | +24.6% |
| YTD | +37.2% | +3.0% | +34.3% | +34.6% |
| 1Y | +48.4% | +12.1% | +36.3% | +42.0% |
| 3Y | +120.1% | +43.1% | +77.0% | +93.6% |
| 5Y | +182.1% | -15.1% | +197.2% | +185.3% |
| 10Y | +530.2% | +14.8% | +515.4% | +470.3% |
| All | +3,168.2% | +366.1% | +2,802.1% | +1,589.0% |
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 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