+4,524.1%
MU vs TSN
+15.3%
+4,508.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | +21.6% | -1.4% | +23.1% | +22.1% |
| 30D | -16.2% | +10.2% | -26.4% | -18.6% |
| 3M | -12.4% | +7.2% | -19.5% | -14.4% |
| 6M | +4.2% | -10.6% | +14.8% | +6.4% |
| YTD | +180.0% | +3.7% | +176.2% | +171.4% |
| 1Y | +226.4% | +13.5% | +212.9% | +207.4% |
| 3Y | +969.7% | +40.1% | +929.6% | +796.7% |
| 5Y | +957.9% | -14.5% | +972.4% | +969.7% |
| All | +4,524.1% | +15.3% | +4,508.8% | +3,810.4% |
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