+40.4%
PL vs TSN
-10.9%
+51.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.0% | -2.8% |
| 7D | +22.3% | -1.4% | +23.7% | +22.6% |
| 30D | -8.3% | +10.2% | -18.5% | -10.6% |
| 3M | -43.3% | +7.2% | -50.4% | -44.3% |
| 6M | -65.8% | -10.6% | -55.2% | -65.0% |
| YTD | -29.5% | +3.7% | -33.2% | -30.9% |
| 1Y | +11.7% | +13.5% | -1.7% | +7.0% |
| 3Y | +540.6% | +40.1% | +500.5% | +457.0% |
| 5Y | +32.9% | -14.5% | +47.3% | +37.8% |
| All | +40.4% | -10.9% | +51.3% | +44.9% |
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