+108.5%
RF vs TSN
+42.3%
+66.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.2% |
| 7D | -0.9% | +4.6% | -5.5% | -1.9% |
| 30D | +6.0% | +15.4% | -9.4% | +2.6% |
| 3M | -8.9% | +2.9% | -11.8% | -9.6% |
| 6M | +2.3% | -10.8% | +13.1% | +4.9% |
| YTD | +7.6% | +4.5% | +3.1% | +5.2% |
| 1Y | +21.2% | +19.5% | +1.6% | +13.2% |
| 3Y | +108.5% | +42.2% | +66.3% | +64.8% |
| All | +108.5% | +42.3% | +66.2% | +64.8% |
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