+26.8%
PL vs TSN
-10.3%
+37.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.7% | +11.1% | +10.5% |
| 7D | -6.8% | +4.6% | -11.5% | -7.9% |
| 30D | -29.3% | +15.4% | -44.7% | -31.8% |
| 3M | -44.8% | +2.9% | -47.7% | -45.2% |
| 6M | -68.4% | -10.8% | -57.6% | -67.6% |
| YTD | -36.4% | +4.5% | -40.8% | -37.7% |
| 1Y | +0.7% | +19.5% | -18.8% | -4.9% |
| 3Y | +455.3% | +42.2% | +413.1% | +381.0% |
| 5Y | +22.7% | -14.2% | +36.9% | +26.9% |
| All | +26.8% | -10.3% | +37.0% | +30.6% |
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