+77.9%
TEM vs TSN
+17.9%
+60.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.7% | -4.9% | -5.6% |
| 7D | -5.9% | -1.4% | -4.4% | -5.8% |
| 30D | +4.8% | +8.5% | -3.7% | +4.6% |
| 3M | +31.9% | +5.3% | +26.6% | +32.0% |
| 6M | +56.0% | -10.5% | +66.5% | +59.6% |
| YTD | +21.3% | +3.0% | +18.3% | +19.9% |
| 1Y | +5.4% | +12.1% | -6.7% | +1.5% |
| All | +77.9% | +17.9% | +60.0% | +75.8% |
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 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