+2,417.1%
MSCI vs TSN
+377.1%
+2,040.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +0.4% | -6.3% | +6.7% | +2.5% |
| 30D | +0.6% | -10.8% | +11.4% | +4.3% |
| 3M | -7.1% | -8.8% | +1.7% | -4.4% |
| 6M | +0.8% | -16.8% | +17.7% | +6.4% |
| YTD | +1.0% | -10.0% | +11.0% | +3.5% |
| 1Y | +4.3% | -5.3% | +9.6% | +4.7% |
| 3Y | +9.9% | +8.5% | +1.4% | +3.2% |
| 5Y | -6.8% | -22.9% | +16.2% | -3.1% |
| 10Y | +614.7% | -12.6% | +627.3% | +558.7% |
| All | +2,417.1% | +377.1% | +2,040.1% | +818.7% |
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