-53.8%
TEAM vs TSN
-20.8%
-33.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.7% | -8.6% | -7.3% |
| 7D | -5.7% | -5.0% | -0.6% | -4.8% |
| 30D | +18.3% | -9.1% | +27.4% | +20.5% |
| 3M | +80.2% | -7.4% | +87.6% | +82.7% |
| 6M | +111.0% | -13.4% | +124.4% | +115.2% |
| YTD | +8.8% | -8.5% | +17.3% | +9.1% |
| 1Y | +2.2% | -3.2% | +5.3% | +0.6% |
| 3Y | -14.6% | +11.5% | -26.1% | -21.9% |
| 5Y | -53.8% | -19.5% | -34.3% | -46.8% |
| All | -53.8% | -20.8% | -33.0% | -46.8% |
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