+755.0%
SW vs TSN
+391.8%
+363.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +1.9% | +1.3% |
| 7D | -5.1% | -6.3% | +1.2% | -4.9% |
| 30D | -4.6% | -10.8% | +6.2% | -4.2% |
| 3M | +9.4% | -8.8% | +18.1% | +9.8% |
| 6M | +3.5% | -16.8% | +20.3% | +4.2% |
| YTD | +22.0% | -10.0% | +32.0% | +22.5% |
| 1Y | +2.2% | -5.3% | +7.5% | +2.3% |
| 3Y | +19.6% | +8.5% | +11.1% | +19.2% |
| 5Y | -2.3% | -22.9% | +20.6% | -2.1% |
| 10Y | +181.4% | -12.6% | +194.0% | +182.6% |
| All | +755.0% | +391.8% | +363.2% | +663.5% |
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 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