+338.3%
SU vs TSN
-17.2%
+355.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.4% |
| 7D | +2.2% | +3.0% | -0.8% | +1.6% |
| 30D | +8.4% | -4.2% | +12.6% | +9.3% |
| 3M | +12.1% | -3.9% | +16.0% | +12.6% |
| 6M | +19.7% | -9.8% | +29.5% | +21.5% |
| YTD | +58.4% | -7.3% | +65.7% | +59.5% |
| 1Y | +67.2% | -2.2% | +69.4% | +65.9% |
| 3Y | +125.0% | +11.9% | +113.2% | +112.4% |
| All | +338.3% | -17.2% | +355.5% | +360.1% |
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 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