+92.6%
NDAQ vs TSN
+13.0%
+79.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -2.1% |
| 7D | -2.6% | -5.0% | +2.5% | -2.1% |
| 30D | +0.5% | -9.1% | +9.6% | +1.6% |
| 3M | +9.9% | -7.4% | +17.3% | +10.8% |
| 6M | +8.2% | -13.4% | +21.6% | +9.6% |
| YTD | -1.5% | -8.5% | +7.0% | -1.0% |
| 1Y | +1.3% | -3.2% | +4.5% | +0.9% |
| 3Y | +92.6% | +11.5% | +81.1% | +79.1% |
| All | +92.6% | +13.0% | +79.6% | +79.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling