+76.2%
O vs TSN
+14.5%
+61.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -0.4% | -1.4% | +1.1% | +0.1% |
| 30D | +7.1% | +8.5% | -1.4% | +4.0% |
| 3M | -5.2% | +5.3% | -10.5% | -7.2% |
| 6M | -1.8% | -10.5% | +8.7% | +1.7% |
| YTD | +9.1% | +3.0% | +6.1% | +6.7% |
| 1Y | +9.7% | +12.1% | -2.5% | +3.7% |
| 3Y | +39.1% | +43.1% | -4.0% | +17.8% |
| 5Y | +8.4% | -15.1% | +23.4% | +9.8% |
| All | +76.2% | +14.5% | +61.7% | +44.9% |
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