+45.3%
SO vs TSN
+13.0%
+32.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.6% |
| 7D | +1.0% | -5.0% | +6.1% | +2.1% |
| 30D | -3.2% | -9.1% | +5.9% | -1.3% |
| 3M | -1.7% | -7.4% | +5.7% | -0.3% |
| 6M | -7.2% | -13.4% | +6.2% | -4.7% |
| YTD | +4.6% | -8.5% | +13.1% | +5.8% |
| 1Y | +1.2% | -3.2% | +4.4% | +0.6% |
| 3Y | +45.3% | +11.5% | +33.8% | +34.1% |
| All | +45.3% | +13.0% | +32.3% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling