+5,976.4%
SO vs TSN
+890.5%
+5,085.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.7% |
| 7D | -0.2% | -6.3% | +6.2% | +0.6% |
| 30D | -4.6% | -10.8% | +6.2% | -3.3% |
| 3M | -3.0% | -8.8% | +5.7% | -2.1% |
| 6M | -8.3% | -16.8% | +8.6% | -6.4% |
| YTD | +3.5% | -10.0% | +13.5% | +4.5% |
| 1Y | -0.9% | -5.3% | +4.3% | -0.7% |
| 3Y | +45.4% | +8.5% | +36.8% | +43.0% |
| 5Y | +59.6% | -22.9% | +82.5% | +62.3% |
| 10Y | +156.6% | -12.6% | +169.2% | +152.7% |
| All | +5,976.4% | +890.5% | +5,085.9% | +4,036.6% |
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