+475.8%
NDAQ vs TSN
+12.5%
+463.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.3% |
| 7D | +2.9% | +5.8% | -3.0% | +1.7% |
| 30D | +17.5% | +12.8% | +4.6% | +14.7% |
| 3M | +15.4% | +6.5% | +9.0% | +13.8% |
| 6M | +24.6% | -10.3% | +34.9% | +27.0% |
| YTD | +14.4% | +5.5% | +8.9% | +12.4% |
| 1Y | +26.9% | +15.8% | +11.1% | +22.1% |
| 3Y | +119.8% | +42.5% | +77.3% | +99.9% |
| 5Y | +70.5% | -14.3% | +84.8% | +71.8% |
| 10Y | +475.8% | +18.2% | +457.6% | +427.4% |
| All | +475.8% | +12.5% | +463.3% | +427.4% |
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