+380.3%
NDAQ vs TSN
-9.4%
+389.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.7% |
| 7D | -1.6% | -7.3% | +5.7% | -0.2% |
| 30D | -1.5% | -8.6% | +7.2% | +0.2% |
| 3M | +8.0% | -7.5% | +15.6% | +9.5% |
| 6M | +7.7% | -14.1% | +21.9% | +10.4% |
| YTD | -2.3% | -9.4% | +7.1% | -1.1% |
| 1Y | +0.6% | -4.1% | +4.6% | +0.5% |
| 3Y | +90.9% | +10.3% | +80.6% | +83.3% |
| 5Y | +52.5% | -19.7% | +72.2% | +55.2% |
| 10Y | +380.3% | -7.0% | +387.3% | +355.1% |
| All | +380.3% | -9.4% | +389.7% | +355.1% |
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