+1,449.6%
NET vs TSN
-24.6%
+1,474.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | -7.0% | -6.3% | -0.7% | -6.3% |
| 30D | -4.8% | -10.8% | +6.0% | -3.5% |
| 3M | +3.8% | -8.8% | +12.6% | +4.8% |
| 6M | +50.0% | -16.8% | +66.9% | +52.7% |
| YTD | +41.5% | -10.0% | +51.5% | +42.2% |
| 1Y | +32.8% | -5.3% | +38.1% | +32.1% |
| 3Y | +335.9% | +8.5% | +327.4% | +313.4% |
| 5Y | +113.8% | -22.9% | +136.8% | +120.5% |
| All | +1,449.6% | -24.6% | +1,474.2% | +1,520.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling