+119.5%
RF vs TSN
+41.9%
+77.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +2.0% | +1.4% |
| 7D | +1.9% | -1.4% | +3.4% | +2.3% |
| 30D | +7.3% | +8.5% | -1.2% | +5.3% |
| 3M | -7.9% | +5.3% | -13.2% | -9.2% |
| 6M | +10.5% | -10.5% | +21.0% | +13.1% |
| YTD | +9.6% | +3.0% | +6.7% | +7.6% |
| 1Y | +20.3% | +12.1% | +8.2% | +14.8% |
| 3Y | +119.5% | +43.1% | +76.4% | +70.7% |
| All | +119.5% | +41.9% | +77.6% | +70.7% |
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