+730.4%
SW vs TSN
+474.9%
+255.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | +4.7% | +6.9% | -2.2% | +4.4% |
| 30D | +5.0% | +15.7% | -10.7% | +4.4% |
| 3M | -7.3% | +4.3% | -11.6% | -7.5% |
| 6M | +15.0% | -10.6% | +25.6% | +15.4% |
| YTD | +18.5% | +5.2% | +13.3% | +18.2% |
| 1Y | +27.1% | +18.7% | +8.5% | +26.2% |
| 3Y | +49.3% | +41.8% | +7.5% | +47.5% |
| 5Y | -1.6% | -13.6% | +11.9% | -2.0% |
| 10Y | +185.4% | +16.2% | +169.2% | +184.2% |
| All | +730.4% | +474.9% | +255.4% | +636.7% |
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