-7.5%
MSCI vs TSN
-22.4%
+14.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +0.4% | -6.3% | +6.7% | +1.6% |
| 30D | +0.6% | -10.8% | +11.4% | +2.8% |
| 3M | -7.1% | -8.8% | +1.7% | -5.5% |
| 6M | +0.8% | -16.8% | +17.7% | +4.1% |
| YTD | +1.0% | -10.0% | +11.0% | +2.3% |
| 1Y | +4.3% | -5.3% | +9.6% | +4.3% |
| 3Y | +9.9% | +8.5% | +1.4% | +4.7% |
| All | -7.5% | -22.4% | +14.9% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling