+365.7%
SE vs TSN
+6.6%
+359.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +2.0% | +4.6% | -2.6% | +1.0% |
| 30D | -20.0% | +15.4% | -35.4% | -22.6% |
| 3M | -31.8% | +2.9% | -34.7% | -32.4% |
| 6M | -15.9% | -10.8% | -5.1% | -13.9% |
| YTD | -40.6% | +4.5% | -45.1% | -41.6% |
| 1Y | -50.7% | +19.5% | -70.2% | -53.1% |
| 3Y | +70.3% | +42.2% | +28.1% | +52.2% |
| 5Y | -78.8% | -14.2% | -64.6% | -78.1% |
| All | +365.7% | +6.6% | +359.1% | +263.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling