+18.0%
Q vs TSN
+19.9%
-1.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.4% | -5.5% | +1.5% |
| 7D | -3.3% | +8.4% | -11.7% | -0.8% |
| 30D | -9.7% | +16.1% | -25.8% | -5.6% |
| 3M | -16.1% | +3.2% | -19.3% | -15.1% |
| 6M | -15.7% | -11.1% | -4.6% | -14.7% |
| YTD | +45.7% | +5.1% | +40.7% | +52.3% |
| 1Y | +18.0% | +19.4% | -1.4% | +20.6% |
| All | +18.0% | +19.9% | -1.9% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling