+28.7%
SW vs TSN
+12.6%
+16.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | +2.2% | +5.8% | -3.7% | +1.1% |
| 30D | +7.4% | +12.8% | -5.4% | +5.3% |
| 3M | -5.9% | +6.5% | -12.4% | -6.9% |
| 6M | +9.0% | -10.3% | +19.2% | +10.7% |
| YTD | +18.1% | +5.5% | +12.6% | +14.9% |
| 1Y | +28.7% | +15.8% | +12.9% | +21.5% |
| All | +28.7% | +12.6% | +16.0% | +21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling