+167.8%
SLV vs TSN
-20.8%
+188.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.4% | -0.9% |
| 7D | +2.5% | -5.0% | +7.6% | +3.0% |
| 30D | +3.3% | -9.1% | +12.3% | +4.2% |
| 3M | -3.6% | -7.4% | +3.8% | -2.9% |
| 6M | -21.8% | -13.4% | -8.4% | -20.8% |
| YTD | -7.8% | -8.5% | +0.7% | -7.1% |
| 1Y | +58.3% | -3.2% | +61.5% | +58.5% |
| 3Y | +182.6% | +11.5% | +171.1% | +175.5% |
| 5Y | +167.8% | -19.5% | +187.3% | +187.7% |
| All | +167.8% | -20.8% | +188.6% | +187.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling