+62.1%
T vs TSN
+42.6%
+19.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +1.7% | +4.9% | -3.2% | +0.6% |
| 30D | -1.7% | +12.1% | -13.8% | -4.0% |
| 3M | -7.3% | +4.1% | -11.4% | -8.2% |
| 6M | -11.2% | -10.9% | -0.3% | -9.5% |
| YTD | -8.1% | +4.8% | -12.8% | -9.7% |
| 1Y | -8.0% | +17.6% | -25.7% | -12.3% |
| 3Y | +62.1% | +43.2% | +18.9% | +51.1% |
| All | +62.1% | +42.6% | +19.6% | +51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling