+200.5%
P vs TSN
+41.9%
+158.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -2.1% |
| 7D | +11.6% | -1.4% | +13.1% | +11.2% |
| 30D | -23.7% | +8.5% | -32.2% | -21.8% |
| 3M | -8.0% | +5.3% | -13.3% | -6.3% |
| 6M | +27.9% | -10.5% | +38.4% | +27.1% |
| YTD | +61.2% | +3.0% | +58.2% | +65.2% |
| 1Y | +28.6% | +12.1% | +16.5% | +34.6% |
| 3Y | +200.5% | +43.1% | +157.4% | +213.1% |
| All | +200.5% | +41.9% | +158.5% | +213.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling