+113.7%
SLV vs TSN
-13.6%
+127.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.7% |
| 7D | +5.6% | +4.9% | +0.8% | +5.1% |
| 30D | -12.1% | +12.1% | -24.2% | -13.2% |
| 3M | -16.3% | +4.1% | -20.4% | -16.7% |
| 6M | -34.1% | -10.9% | -23.2% | -33.1% |
| YTD | -25.3% | +4.8% | -30.1% | -25.8% |
| 1Y | +9.6% | +17.6% | -8.0% | +7.6% |
| 3Y | +132.7% | +43.2% | +89.5% | +119.7% |
| 5Y | +113.7% | -13.9% | +127.5% | +114.3% |
| All | +113.7% | -13.6% | +127.2% | +114.3% |
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 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