+82.5%
O vs TSN
+17.5%
+65.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.7% | +0.3% |
| 7D | +0.6% | -0.3% | +0.9% | +0.7% |
| 30D | +9.4% | +11.8% | -2.3% | +5.1% |
| 3M | -2.4% | +7.1% | -9.5% | -5.0% |
| 6M | -1.9% | -9.2% | +7.3% | +1.1% |
| YTD | +10.5% | +4.8% | +5.7% | +7.3% |
| 1Y | +10.0% | +11.6% | -1.7% | +4.1% |
| 3Y | +40.5% | +41.5% | -1.1% | +19.4% |
| 5Y | +10.2% | -15.5% | +25.8% | +12.1% |
| 10Y | +82.5% | +16.9% | +65.6% | +48.4% |
| All | +82.5% | +17.5% | +65.0% | +48.4% |
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