+504.4%
NOW vs TSN
+15.3%
+489.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.9% |
| 7D | -1.7% | -1.4% | -0.2% | -1.5% |
| 30D | -27.4% | +10.2% | -37.5% | -28.5% |
| 3M | -19.4% | +7.2% | -26.6% | -20.5% |
| 6M | +13.1% | -10.6% | +23.7% | +14.7% |
| YTD | -34.3% | +3.7% | -38.0% | -35.3% |
| 1Y | -41.8% | +13.5% | -55.2% | -43.6% |
| 3Y | -20.7% | +40.1% | -60.8% | -27.3% |
| 5Y | -27.2% | -14.5% | -12.8% | -26.6% |
| All | +504.4% | +15.3% | +489.1% | +452.3% |
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