+164.7%
SLV vs TSN
+12.5%
+152.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.1% | -3.5% |
| 7D | +3.7% | +5.8% | -2.2% | +3.0% |
| 30D | -15.2% | +12.8% | -28.0% | -16.3% |
| 3M | -21.8% | +6.5% | -28.2% | -22.4% |
| 6M | -36.3% | -10.3% | -26.1% | -35.6% |
| YTD | -27.8% | +5.5% | -33.4% | -28.5% |
| 1Y | +1.5% | +15.8% | -14.3% | -0.4% |
| 3Y | +128.5% | +42.5% | +86.0% | +117.0% |
| 5Y | +103.2% | -14.3% | +117.6% | +103.9% |
| 10Y | +164.7% | +18.2% | +146.5% | +146.3% |
| All | +164.7% | +12.5% | +152.2% | +146.3% |
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 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