+537.0%
TDG vs TSN
-4.9%
+541.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.8% |
| 7D | -1.9% | +3.0% | -4.9% | -3.1% |
| 30D | -7.7% | -4.2% | -3.5% | -6.3% |
| 3M | -9.3% | -3.9% | -5.4% | -8.2% |
| 6M | -9.4% | -9.8% | +0.5% | -6.5% |
| YTD | -14.3% | -7.3% | -7.0% | -12.8% |
| 1Y | -11.8% | -2.2% | -9.6% | -12.8% |
| 3Y | +52.0% | +11.9% | +40.1% | +36.6% |
| 5Y | +128.8% | -16.9% | +145.8% | +131.9% |
| All | +537.0% | -4.9% | +541.9% | +450.0% |
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