+5,286.6%
O vs TSN
+506.5%
+4,780.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | +3.5% | +5.8% | -2.3% | +2.1% |
| 30D | +10.4% | +12.8% | -2.4% | +7.2% |
| 3M | -2.4% | +6.5% | -8.9% | -4.1% |
| 6M | -1.2% | -10.3% | +9.0% | +1.1% |
| YTD | +10.4% | +5.5% | +4.9% | +8.3% |
| 1Y | +11.4% | +15.8% | -4.4% | +6.7% |
| 3Y | +40.4% | +42.5% | -2.1% | +26.8% |
| 5Y | +12.1% | -14.3% | +26.5% | +13.0% |
| 10Y | +82.7% | +18.2% | +64.5% | +66.7% |
| All | +5,286.6% | +506.5% | +4,780.1% | +2,899.6% |
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