+32.0%
Q vs TSN
+4.1%
+27.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +1.5% |
| 7D | +6.6% | -7.3% | +13.9% | +4.6% |
| 30D | -6.6% | -8.6% | +2.1% | -8.6% |
| 3M | -13.2% | -7.5% | -5.7% | -14.7% |
| 6M | +9.9% | -14.1% | +24.1% | +7.0% |
| YTD | +53.9% | -9.4% | +63.4% | +53.8% |
| All | +32.0% | +4.1% | +27.9% | +26.4% |
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