+715.0%
P vs TSN
-9.5%
+724.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | 0.0% | +1.2% |
| 7D | +7.8% | -5.0% | +12.9% | +9.2% |
| 30D | +12.3% | -9.1% | +21.4% | +15.0% |
| 3M | +37.1% | -7.4% | +44.5% | +39.0% |
| 6M | +66.1% | -13.4% | +79.5% | +71.1% |
| YTD | +50.9% | -8.5% | +59.4% | +52.6% |
| 1Y | +27.2% | -3.2% | +30.4% | +26.0% |
| 3Y | +158.7% | +11.5% | +147.2% | +133.9% |
| 5Y | +291.1% | -19.5% | +310.6% | +294.5% |
| 10Y | +715.0% | -9.1% | +724.1% | +594.9% |
| All | +715.0% | -9.5% | +724.5% | +594.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling