+906.4%
MOD vs TSN
+14.3%
+892.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +5.9% |
| 7D | -25.5% | +4.6% | -30.2% | -26.9% |
| 30D | -49.0% | +15.4% | -64.4% | -51.5% |
| 3M | -49.8% | +2.9% | -52.7% | -50.7% |
| 6M | -64.8% | -10.8% | -54.0% | -64.0% |
| YTD | -27.6% | +4.5% | -32.1% | -30.2% |
| 1Y | -35.2% | +19.5% | -54.7% | -40.5% |
| 3Y | +137.1% | +42.2% | +94.9% | +93.4% |
| 5Y | +760.3% | -14.2% | +774.5% | +754.6% |
| All | +906.4% | +14.3% | +892.1% | +785.5% |
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