+1,514.2%
RF vs TSN
+890.5%
+623.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | +1.3% | -6.3% | +7.6% | +3.4% |
| 30D | -3.6% | -10.8% | +7.2% | -0.1% |
| 3M | +8.1% | -8.8% | +16.8% | +10.9% |
| 6M | +11.5% | -16.8% | +28.3% | +17.5% |
| YTD | +15.6% | -10.0% | +25.6% | +18.3% |
| 1Y | +15.7% | -5.3% | +20.9% | +16.1% |
| 3Y | +86.9% | +8.5% | +78.4% | +77.4% |
| 5Y | +89.8% | -22.9% | +112.7% | +99.8% |
| 10Y | +344.7% | -12.6% | +357.3% | +338.5% |
| All | +1,514.2% | +890.5% | +623.7% | +628.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling