+1,593.1%
T vs TSN
+1,053.2%
+539.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +1.7% | +4.9% | -3.2% | +0.8% |
| 30D | -1.7% | +12.1% | -13.8% | -3.6% |
| 3M | -7.3% | +4.1% | -11.4% | -8.1% |
| 6M | -11.2% | -10.9% | -0.3% | -9.6% |
| YTD | -8.1% | +4.8% | -12.8% | -9.2% |
| 1Y | -8.0% | +17.6% | -25.7% | -11.0% |
| 3Y | +62.1% | +43.2% | +18.9% | +51.0% |
| 5Y | +55.7% | -13.9% | +69.6% | +56.8% |
| 10Y | +54.1% | +11.8% | +42.3% | +45.1% |
| All | +1,593.1% | +1,053.2% | +539.9% | +780.1% |
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 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