+190.0%
ON vs TSN
+797.1%
-607.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.4% |
| 7D | -4.1% | +5.8% | -10.0% | -6.3% |
| 30D | -10.2% | +12.8% | -23.1% | -14.6% |
| 3M | -12.7% | +6.5% | -19.2% | -15.4% |
| 6M | -32.5% | -10.3% | -22.3% | -30.9% |
| YTD | +28.6% | +5.5% | +23.0% | +22.4% |
| 1Y | +43.4% | +15.8% | +27.6% | +31.1% |
| 3Y | +3.3% | +42.5% | -39.2% | -14.8% |
| 5Y | +22.5% | -14.3% | +36.9% | +23.2% |
| 10Y | +535.7% | +18.2% | +517.5% | +447.6% |
| All | +190.0% | +797.1% | -607.0% | +6.7% |
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