+176.2%
SAP vs TSN
-9.5%
+185.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.0% |
| 7D | -0.3% | -5.0% | +4.8% | +0.7% |
| 30D | +2.6% | -9.1% | +11.7% | +4.5% |
| 3M | +16.3% | -7.4% | +23.7% | +18.1% |
| 6M | +6.4% | -13.4% | +19.8% | +9.2% |
| YTD | -11.4% | -8.5% | -2.9% | -10.3% |
| 1Y | -20.4% | -3.2% | -17.2% | -20.5% |
| 3Y | +56.5% | +11.5% | +45.0% | +49.5% |
| 5Y | +56.8% | -19.5% | +76.3% | +60.8% |
| 10Y | +176.2% | -9.1% | +185.3% | +168.4% |
| All | +176.2% | -9.5% | +185.7% | +168.4% |
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 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