+2,628.3%
NDAQ vs TSN
+488.8%
+2,139.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -0.1% | +4.9% | -5.0% | -1.6% |
| 30D | +15.9% | +12.1% | +3.8% | +11.8% |
| 3M | +15.1% | +4.1% | +11.0% | +13.3% |
| 6M | +22.9% | -10.9% | +33.8% | +26.7% |
| YTD | +12.8% | +4.8% | +8.0% | +10.0% |
| 1Y | +26.0% | +17.6% | +8.4% | +18.1% |
| 3Y | +119.7% | +43.2% | +76.5% | +90.1% |
| 5Y | +65.4% | -13.9% | +79.3% | +65.4% |
| 10Y | +469.3% | +11.8% | +457.4% | +386.2% |
| All | +2,628.3% | +488.8% | +2,139.4% | +966.5% |
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