+53.8%
NDAQ vs TSN
-20.8%
+74.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -2.2% |
| 7D | -2.6% | -5.0% | +2.5% | -1.9% |
| 30D | +0.5% | -9.1% | +9.6% | +1.9% |
| 3M | +9.9% | -7.4% | +17.3% | +11.1% |
| 6M | +8.2% | -13.4% | +21.6% | +10.2% |
| YTD | -1.5% | -8.5% | +7.0% | -0.7% |
| 1Y | +1.3% | -3.2% | +4.5% | +0.9% |
| 3Y | +92.6% | +11.5% | +81.1% | +85.0% |
| 5Y | +53.8% | -19.5% | +73.3% | +59.9% |
| All | +53.8% | -20.8% | +74.6% | +59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling