+547.6%
P vs TSN
+73.1%
+474.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.4% | +3.6% |
| 7D | +17.8% | -1.4% | +19.2% | +18.2% |
| 30D | -29.9% | +10.2% | -40.0% | -31.8% |
| 3M | -1.2% | +7.2% | -8.3% | -3.4% |
| 6M | +32.1% | -10.6% | +42.7% | +35.1% |
| YTD | +64.3% | +3.7% | +60.6% | +60.3% |
| 1Y | +24.3% | +13.5% | +10.8% | +18.2% |
| 3Y | +203.2% | +40.1% | +163.1% | +157.6% |
| 5Y | +290.4% | -14.5% | +304.9% | +291.2% |
| 10Y | +680.9% | +15.7% | +665.2% | +552.4% |
| All | +547.6% | +73.1% | +474.6% | +461.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling