+182.7%
SW vs TSN
+14.3%
+168.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | +2.3% | +4.6% | -2.3% | +2.0% |
| 30D | +6.8% | +15.4% | -8.7% | +5.6% |
| 3M | -5.2% | +2.9% | -8.1% | -5.4% |
| 6M | +7.4% | -10.8% | +18.2% | +8.2% |
| YTD | +17.4% | +4.5% | +12.9% | +16.8% |
| 1Y | +27.1% | +19.5% | +7.6% | +25.2% |
| 3Y | +47.9% | +42.2% | +5.7% | +44.7% |
| 5Y | -2.6% | -14.2% | +11.6% | -3.4% |
| All | +182.7% | +14.3% | +168.4% | +187.6% |
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 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