+117.9%
RF vs TSN
+44.5%
+73.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -1.3% | -0.3% | -1.1% | -1.3% |
| 30D | +4.6% | +11.8% | -7.1% | +2.0% |
| 3M | -8.4% | +7.1% | -15.5% | -10.0% |
| 6M | +8.9% | -9.2% | +18.0% | +11.0% |
| YTD | +8.8% | +4.8% | +4.0% | +6.4% |
| 1Y | +18.9% | +11.6% | +7.3% | +13.8% |
| All | +117.9% | +44.5% | +73.4% | +68.7% |
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