+3.9%
P vs TSN
+18.2%
-14.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.3% | +3.4% |
| 7D | -23.8% | +4.6% | -28.4% | -23.0% |
| 30D | -36.6% | +15.4% | -52.1% | -35.0% |
| 3M | +10.9% | +2.9% | +8.0% | +12.6% |
| 6M | +30.0% | -10.8% | +40.8% | +36.2% |
| YTD | +44.4% | +4.5% | +39.9% | +43.3% |
| 1Y | +3.9% | +19.5% | -15.6% | -3.8% |
| All | +3.9% | +18.2% | -14.2% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling