+58.7%
SO vs TSN
-20.8%
+79.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.9% |
| 1Y | +1.2% | -3.2% | +4.4% | +0.9% |
| 3Y | +45.3% | +11.5% | +33.8% | +38.9% |
| 5Y | +58.7% | -19.5% | +78.2% | +57.5% |
| All | +58.7% | -20.8% | +79.5% | +57.5% |
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 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