-50.5%
SE vs TSN
+12.6%
-63.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.5% |
| 7D | 0.0% | +5.8% | -5.8% | -0.4% |
| 30D | -19.4% | +12.8% | -32.2% | -20.1% |
| 3M | -33.1% | +6.5% | -39.6% | -33.5% |
| 6M | -11.4% | -10.3% | -1.2% | -10.2% |
| YTD | -39.8% | +5.5% | -45.3% | -37.7% |
| 1Y | -50.5% | +15.8% | -66.3% | -48.9% |
| All | -50.5% | +12.6% | -63.1% | -48.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling