+61.4%
T vs TSN
+17.5%
+43.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | +2.0% | -0.3% | +2.2% | +2.0% |
| 30D | -1.0% | +11.8% | -12.8% | -3.7% |
| 3M | -8.1% | +7.1% | -15.2% | -9.8% |
| 6M | -8.3% | -9.2% | +0.9% | -6.4% |
| YTD | -6.1% | +4.8% | -10.9% | -7.8% |
| 1Y | -7.4% | +11.6% | -19.0% | -10.6% |
| 3Y | +65.4% | +41.5% | +23.9% | +49.2% |
| 5Y | +57.6% | -15.5% | +73.2% | +59.6% |
| 10Y | +61.4% | +16.9% | +44.5% | +50.7% |
| All | +61.4% | +17.5% | +43.9% | +50.7% |
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 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