+707.9%
P vs TSN
+13.2%
+694.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +6.0% | +6.2% |
| 7D | -9.6% | +4.9% | -14.5% | -10.9% |
| 30D | -33.4% | +12.1% | -45.5% | -35.7% |
| 3M | +14.2% | +4.1% | +10.1% | +12.3% |
| 6M | +31.6% | -10.9% | +42.5% | +35.0% |
| YTD | +53.5% | +4.8% | +48.7% | +49.0% |
| 1Y | +14.2% | +17.6% | -3.5% | +6.8% |
| 3Y | +190.5% | +43.2% | +147.3% | +140.4% |
| 5Y | +256.3% | -13.9% | +270.2% | +256.7% |
| 10Y | +707.9% | +11.8% | +696.0% | +550.1% |
| All | +707.9% | +13.2% | +694.7% | +550.1% |
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