+119.7%
NDAQ vs TSN
+42.6%
+77.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -0.1% | +4.9% | -5.0% | -0.7% |
| 30D | +15.9% | +12.1% | +3.8% | +14.3% |
| 3M | +15.1% | +4.1% | +11.0% | +14.5% |
| 6M | +22.9% | -10.9% | +33.8% | +24.2% |
| YTD | +12.8% | +4.8% | +8.0% | +11.6% |
| 1Y | +26.0% | +17.6% | +8.4% | +22.4% |
| 3Y | +119.7% | +43.2% | +76.5% | +109.2% |
| All | +119.7% | +42.6% | +77.1% | +109.2% |
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