+22.5%
ON vs TSN
-13.7%
+36.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | -4.1% | +5.8% | -10.0% | -5.6% |
| 30D | -10.2% | +12.8% | -23.1% | -13.1% |
| 3M | -12.7% | +6.5% | -19.2% | -14.4% |
| 6M | -32.5% | -10.3% | -22.3% | -30.5% |
| YTD | +28.6% | +5.5% | +23.0% | +23.7% |
| 1Y | +43.4% | +15.8% | +27.6% | +32.4% |
| 3Y | +3.3% | +42.5% | -39.2% | -16.2% |
| 5Y | +22.5% | -14.3% | +36.9% | +40.1% |
| All | +22.5% | -13.7% | +36.3% | +40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling