+523.3%
ON vs TSN
+14.5%
+508.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.3% |
| 7D | +12.2% | -1.4% | +13.7% | +13.0% |
| 30D | -3.1% | +8.5% | -11.6% | -7.1% |
| 3M | -12.9% | +5.3% | -18.2% | -15.6% |
| 6M | -38.6% | -10.5% | -28.1% | -36.5% |
| YTD | +31.2% | +3.0% | +28.3% | +24.7% |
| 1Y | +47.6% | +12.1% | +35.5% | +33.6% |
| 3Y | +6.6% | +43.1% | -36.5% | -18.8% |
| 5Y | +21.3% | -15.1% | +36.4% | +23.7% |
| All | +523.3% | +14.5% | +508.9% | +386.2% |
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