+235.3%
SLV vs TSN
-9.4%
+244.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.4% |
| 7D | +2.8% | -7.3% | +10.1% | +3.6% |
| 30D | +2.2% | -8.6% | +10.8% | +3.2% |
| 3M | +2.9% | -7.5% | +10.4% | +3.6% |
| 6M | -22.4% | -14.1% | -8.3% | -21.3% |
| YTD | -5.7% | -9.4% | +3.7% | -4.9% |
| 1Y | +63.3% | -4.1% | +67.4% | +63.6% |
| 3Y | +189.0% | +10.3% | +178.7% | +182.8% |
| 5Y | +172.7% | -19.7% | +192.4% | +175.4% |
| 10Y | +235.3% | -7.0% | +242.3% | +218.5% |
| All | +235.3% | -9.4% | +244.7% | +218.5% |
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