+224.0%
SAP vs TSN
+12.5%
+211.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.3% | -1.7% |
| 7D | +1.5% | +5.8% | -4.4% | +0.3% |
| 30D | +8.8% | +12.8% | -4.0% | +6.0% |
| 3M | +12.1% | +6.5% | +5.6% | +10.4% |
| 6M | +34.6% | -10.3% | +44.8% | +37.3% |
| YTD | -2.1% | +5.5% | -7.6% | -3.9% |
| 1Y | -5.5% | +15.8% | -21.3% | -9.3% |
| 3Y | +67.4% | +42.5% | +24.9% | +51.5% |
| 5Y | +74.6% | -14.3% | +88.9% | +77.0% |
| 10Y | +224.0% | +18.2% | +205.8% | +198.6% |
| All | +224.0% | +12.5% | +211.5% | +198.6% |
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