+886.3%
MOD vs TSN
+12.5%
+873.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.1% |
| 7D | -17.8% | +5.8% | -23.7% | -19.6% |
| 30D | -43.2% | +12.8% | -56.1% | -45.7% |
| 3M | -46.0% | +6.5% | -52.5% | -47.5% |
| 6M | -62.2% | -10.3% | -52.0% | -61.5% |
| YTD | -22.8% | +5.5% | -28.3% | -25.8% |
| 1Y | -35.5% | +15.8% | -51.3% | -40.1% |
| 3Y | +128.2% | +42.5% | +85.7% | +85.7% |
| 5Y | +791.6% | -14.3% | +806.0% | +788.0% |
| 10Y | +886.3% | +18.2% | +868.1% | +755.3% |
| All | +886.3% | +12.5% | +873.8% | +755.3% |
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 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