+64.2%
T vs TSN
-20.2%
+84.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.5% |
| 7D | -3.1% | -7.3% | +4.2% | -1.2% |
| 30D | +4.6% | -8.6% | +13.2% | +6.9% |
| 3M | +12.2% | -7.5% | +19.7% | +14.4% |
| 6M | -6.5% | -14.1% | +7.7% | -3.1% |
| YTD | +4.9% | -9.4% | +14.3% | +6.8% |
| 1Y | -10.5% | -4.1% | -6.4% | -10.5% |
| 3Y | +104.6% | +10.3% | +94.3% | +93.9% |
| 5Y | +64.2% | -19.7% | +83.9% | +65.4% |
| All | +64.2% | -20.2% | +84.4% | +65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling