+1,872.1%
T vs TSN
+890.5%
+981.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.3% | -1.8% |
| 7D | -1.3% | -6.3% | +5.0% | -0.2% |
| 30D | +11.4% | -10.8% | +22.2% | +13.5% |
| 3M | +14.3% | -8.8% | +23.0% | +16.0% |
| 6M | -9.3% | -16.8% | +7.6% | -6.6% |
| YTD | +7.1% | -10.0% | +17.1% | +8.6% |
| 1Y | -9.1% | -5.3% | -3.8% | -8.7% |
| 3Y | +105.3% | +8.5% | +96.8% | +100.5% |
| 5Y | +66.8% | -22.9% | +89.7% | +71.3% |
| 10Y | +66.8% | -12.6% | +79.4% | +63.4% |
| All | +1,872.1% | +890.5% | +981.7% | +952.7% |
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