+58.5%
ON vs TSN
-20.8%
+79.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.7% | -6.1% | -4.9% |
| 7D | -2.2% | -5.0% | +2.9% | -1.0% |
| 30D | -12.4% | -9.1% | -3.3% | -10.3% |
| 3M | -41.2% | -7.4% | -33.8% | -40.4% |
| 6M | +25.0% | -13.4% | +38.4% | +28.3% |
| YTD | +31.3% | -8.5% | +39.8% | +31.4% |
| 1Y | +45.4% | -3.2% | +48.6% | +41.6% |
| 3Y | -27.4% | +11.5% | -38.9% | -35.5% |
| 5Y | +58.5% | -19.5% | +78.0% | +93.0% |
| All | +58.5% | -20.8% | +79.3% | +93.0% |
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 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