+439.5%
SN vs TSN
+18.5%
+421.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +2.8% |
| 7D | +7.2% | +4.6% | +2.6% | +6.6% |
| 30D | +20.4% | +15.4% | +5.0% | +18.3% |
| 3M | +23.9% | +2.9% | +21.0% | +23.4% |
| 6M | +93.0% | -10.8% | +103.8% | +96.6% |
| YTD | +99.2% | +4.5% | +94.8% | +97.1% |
| 1Y | +142.6% | +19.5% | +123.1% | +134.3% |
| 3Y | +398.8% | +42.2% | +356.6% | +356.4% |
| All | +439.5% | +18.5% | +421.0% | +337.3% |
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