-93.3%
OPEN vs TSN
-13.7%
-79.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.7% | -7.8% | -7.4% |
| 7D | -24.7% | +5.8% | -30.6% | -26.3% |
| 30D | -41.0% | +12.8% | -53.8% | -43.7% |
| 3M | -62.4% | +6.5% | -68.8% | -63.3% |
| 6M | -73.9% | -10.3% | -63.6% | -72.7% |
| YTD | -77.5% | +5.5% | -83.1% | -78.6% |
| 1Y | -83.6% | +15.8% | -99.4% | -85.1% |
| 3Y | -37.0% | +42.5% | -79.5% | -53.0% |
| 5Y | -93.3% | -14.3% | -78.9% | -92.9% |
| All | -93.3% | -13.7% | -79.5% | -92.9% |
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