+140.2%
NI vs TSN
-4.9%
+145.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.3% |
| 7D | 0.0% | +3.0% | -3.0% | -0.7% |
| 30D | -1.4% | -4.2% | +2.8% | -0.5% |
| 3M | -10.6% | -3.9% | -6.7% | -10.0% |
| 6M | -9.3% | -9.8% | +0.5% | -7.4% |
| YTD | +1.1% | -7.3% | +8.4% | +2.4% |
| 1Y | +3.4% | -2.2% | +5.6% | +3.0% |
| 3Y | +67.9% | +11.9% | +56.0% | +59.4% |
| 5Y | +98.0% | -16.9% | +114.9% | +100.3% |
| All | +140.2% | -4.9% | +145.1% | +122.5% |
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 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