+78.8%
SE vs TSN
+42.6%
+36.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.9% |
| 7D | +3.3% | +4.9% | -1.6% | +3.0% |
| 30D | -18.2% | +12.1% | -30.2% | -18.6% |
| 3M | -31.3% | +4.1% | -35.4% | -31.4% |
| 6M | -10.1% | -10.9% | +0.8% | -9.6% |
| YTD | -38.9% | +4.8% | -43.7% | -38.6% |
| 1Y | -48.0% | +17.6% | -65.7% | -47.9% |
| 3Y | +78.8% | +43.2% | +35.6% | +118.7% |
| All | +78.8% | +42.6% | +36.2% | +118.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling