+2,658.0%
NDAQ vs TSN
+488.8%
+2,169.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | 0.0% | -0.3% | +0.2% | +0.1% |
| 30D | +16.3% | +11.8% | +4.6% | +12.4% |
| 3M | +15.8% | +7.1% | +8.7% | +13.0% |
| 6M | +24.8% | -9.2% | +34.0% | +27.9% |
| YTD | +14.1% | +4.8% | +9.3% | +11.2% |
| 1Y | +26.5% | +11.6% | +14.9% | +20.6% |
| 3Y | +119.1% | +41.5% | +77.6% | +90.4% |
| 5Y | +70.9% | -15.5% | +86.5% | +72.1% |
| 10Y | +479.7% | +16.9% | +462.9% | +387.6% |
| All | +2,658.0% | +488.8% | +2,169.1% | +978.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling