+45.2%
PL vs TSN
-10.0%
+55.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +0.3% | +14.2% | +14.4% |
| 7D | +10.9% | +4.9% | +6.0% | +9.6% |
| 30D | -16.4% | +12.1% | -28.4% | -18.7% |
| 3M | -39.9% | +4.1% | -44.1% | -40.6% |
| 6M | -63.2% | -10.9% | -52.3% | -62.2% |
| YTD | -27.1% | +4.8% | -31.9% | -28.7% |
| 1Y | +12.2% | +17.6% | -5.5% | +6.4% |
| 3Y | +584.3% | +43.2% | +541.1% | +491.6% |
| 5Y | +37.0% | -13.9% | +50.9% | +41.7% |
| All | +45.2% | -10.0% | +55.1% | +49.5% |
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