+568.6%
SE vs TSN
-7.6%
+576.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.0% | -3.8% |
| 7D | -3.6% | -7.3% | +3.7% | -2.0% |
| 30D | -5.3% | -8.6% | +3.3% | -3.5% |
| 3M | +28.1% | -7.5% | +35.6% | +30.1% |
| 6M | +20.7% | -14.1% | +34.8% | +24.3% |
| YTD | -14.8% | -9.4% | -5.3% | -13.3% |
| 1Y | -43.6% | -4.1% | -39.5% | -43.5% |
| 3Y | +184.2% | +10.3% | +173.9% | +170.5% |
| 5Y | -66.3% | -19.7% | -46.6% | -64.6% |
| All | +568.6% | -7.6% | +576.1% | +439.2% |
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