+196.4%
SO vs TSN
+14.5%
+181.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +2.0% | +1.4% |
| 7D | +1.4% | -1.4% | +2.8% | +1.7% |
| 30D | +4.7% | +8.5% | -3.8% | +2.9% |
| 3M | +1.7% | +5.3% | -3.6% | +0.5% |
| 6M | +2.2% | -10.5% | +12.6% | +4.2% |
| YTD | +10.0% | +3.0% | +7.0% | +8.6% |
| 1Y | +6.0% | +12.1% | -6.1% | +2.7% |
| 3Y | +54.1% | +43.1% | +11.0% | +41.0% |
| 5Y | +79.6% | -15.1% | +94.7% | +80.6% |
| All | +196.4% | +14.5% | +181.9% | +177.8% |
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