+162.0%
SO vs TSN
-9.4%
+171.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | 0.0% | -7.3% | +7.3% | +1.5% |
| 30D | -2.5% | -8.6% | +6.2% | -0.7% |
| 3M | -4.2% | -7.5% | +3.3% | -2.8% |
| 6M | -7.7% | -14.1% | +6.5% | -5.1% |
| YTD | +3.8% | -9.4% | +13.2% | +5.4% |
| 1Y | +0.1% | -4.1% | +4.1% | +0.1% |
| 3Y | +44.2% | +10.3% | +33.9% | +39.2% |
| 5Y | +57.9% | -19.7% | +77.6% | +60.7% |
| 10Y | +162.0% | -7.0% | +169.0% | +153.5% |
| All | +162.0% | -9.4% | +171.4% | +153.5% |
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