+1,064.5%
MOD vs TSN
+14.5%
+1,050.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.7% | +28.6% | +28.1% |
| 7D | +40.4% | -1.4% | +41.9% | +40.9% |
| 30D | -14.0% | +8.5% | -22.5% | -16.7% |
| 3M | -33.3% | +5.3% | -38.6% | -35.0% |
| 6M | -51.4% | -10.5% | -40.9% | -50.4% |
| YTD | +1.6% | +3.0% | -1.3% | -1.7% |
| 1Y | +5.4% | +12.1% | -6.7% | -1.2% |
| 3Y | +191.0% | +43.1% | +147.9% | +135.6% |
| 5Y | +1,093.1% | -15.1% | +1,108.2% | +1,087.0% |
| All | +1,064.5% | +14.5% | +1,050.0% | +915.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling