+403.1%
PL vs TSN
+43.3%
+359.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +0.1% | -10.3% | -10.1% |
| 7D | -20.5% | +6.9% | -27.4% | -21.2% |
| 30D | -38.8% | +15.7% | -54.4% | -40.1% |
| 3M | -49.1% | +4.3% | -53.4% | -49.4% |
| 6M | -69.4% | -10.6% | -58.8% | -68.6% |
| YTD | -42.3% | +5.2% | -47.6% | -43.0% |
| 1Y | -14.2% | +18.7% | -32.9% | -17.0% |
| All | +403.1% | +43.3% | +359.8% | +275.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling