+213.6%
RF vs TSN
+14.5%
+199.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +2.0% | +1.6% |
| 7D | +1.9% | -1.4% | +3.4% | +2.6% |
| 30D | +7.3% | +8.5% | -1.2% | +3.2% |
| 3M | -7.9% | +5.3% | -13.2% | -10.5% |
| 6M | +10.5% | -10.5% | +21.0% | +15.4% |
| YTD | +9.6% | +3.0% | +6.7% | +5.9% |
| 1Y | +20.3% | +12.1% | +8.2% | +11.1% |
| 3Y | +119.5% | +43.1% | +76.4% | +73.6% |
| 5Y | +48.2% | -15.1% | +63.3% | +51.2% |
| All | +213.6% | +14.5% | +199.1% | +162.0% |
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 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