+5,387.7%
O vs TSN
+417.3%
+4,970.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -0.7% | -6.3% | +5.6% | +0.8% |
| 30D | -1.9% | -10.8% | +8.9% | +0.8% |
| 3M | +3.8% | -8.8% | +12.6% | +6.0% |
| 6M | -4.7% | -16.8% | +12.1% | -0.8% |
| YTD | +12.5% | -10.0% | +22.5% | +14.7% |
| 1Y | +10.8% | -5.3% | +16.1% | +11.4% |
| 3Y | +28.8% | +8.5% | +20.3% | +24.2% |
| 5Y | +13.2% | -22.9% | +36.1% | +17.1% |
| 10Y | +53.5% | -12.6% | +66.1% | +49.9% |
| All | +5,387.7% | +417.3% | +4,970.5% | +3,078.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling