+52.2%
TEM vs TSN
+3.7%
+48.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.0% | -3.6% | -4.6% |
| 7D | -1.1% | -7.3% | +6.2% | -0.6% |
| 30D | +11.3% | -8.6% | +19.9% | +12.0% |
| 3M | +25.5% | -7.5% | +33.0% | +26.1% |
| 6M | +17.1% | -14.1% | +31.3% | +17.5% |
| YTD | +3.8% | -9.4% | +13.2% | +3.1% |
| 1Y | -24.4% | -4.1% | -20.3% | -26.1% |
| All | +52.2% | +3.7% | +48.5% | +51.1% |
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 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