+284.7%
P vs TSN
-14.8%
+299.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.9% |
| 7D | +11.6% | -1.4% | +13.1% | +11.6% |
| 30D | -23.7% | +8.5% | -32.2% | -23.6% |
| 3M | -8.0% | +5.3% | -13.3% | -7.9% |
| 6M | +27.9% | -10.5% | +38.4% | +29.1% |
| YTD | +61.2% | +3.0% | +58.2% | +61.3% |
| 1Y | +28.6% | +12.1% | +16.5% | +28.3% |
| 3Y | +200.5% | +43.1% | +157.4% | +176.7% |
| All | +284.7% | -14.8% | +299.6% | +304.0% |
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