+322.4%
NET vs TSN
+43.1%
+279.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.4% | -8.0% | -1.5% |
| 7D | -16.4% | +8.4% | -24.8% | -15.0% |
| 30D | -25.8% | +16.1% | -41.9% | -23.8% |
| 3M | -11.5% | +3.2% | -14.7% | -10.4% |
| 6M | +18.9% | -11.1% | +30.0% | +18.5% |
| YTD | +35.2% | +5.1% | +30.1% | +36.9% |
| 1Y | +14.5% | +19.4% | -5.0% | +17.6% |
| All | +322.4% | +43.1% | +279.3% | +297.0% |
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