+147.8%
SW vs TSN
-12.9%
+160.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +1.9% | +1.3% |
| 7D | -5.1% | -6.3% | +1.2% | -4.6% |
| 30D | -4.6% | -10.8% | +6.2% | -3.8% |
| 3M | +9.4% | -8.8% | +18.1% | +10.1% |
| 6M | +3.5% | -16.8% | +20.3% | +4.8% |
| YTD | +22.0% | -10.0% | +32.0% | +22.8% |
| 1Y | +2.2% | -5.3% | +7.5% | +2.4% |
| 3Y | +19.6% | +8.5% | +11.1% | +18.9% |
| 5Y | -2.3% | -22.9% | +20.6% | -2.1% |
| All | +147.8% | -12.9% | +160.6% | +163.3% |
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