+207.2%
ON vs TSN
+781.7%
-574.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.5% |
| 7D | +17.0% | -1.4% | +18.4% | +17.7% |
| 30D | -3.9% | +10.2% | -14.0% | -7.7% |
| 3M | -11.5% | +7.2% | -18.7% | -14.4% |
| 6M | -29.2% | -10.6% | -18.6% | -27.3% |
| YTD | +36.2% | +3.7% | +32.4% | +30.5% |
| 1Y | +49.6% | +13.5% | +36.2% | +38.0% |
| 3Y | +9.4% | +40.1% | -30.7% | -9.2% |
| 5Y | +25.8% | -14.5% | +40.3% | +26.6% |
| 10Y | +557.1% | +15.7% | +541.5% | +470.7% |
| All | +207.2% | +781.7% | -574.5% | +13.7% |
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