+995.4%
TER vs TSN
+14.5%
+980.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.6% | -5.2% |
| 7D | +14.4% | -1.4% | +15.8% | +14.7% |
| 30D | -30.6% | +8.5% | -39.1% | -32.0% |
| 3M | -39.2% | +5.3% | -44.5% | -40.1% |
| 6M | -31.3% | -10.5% | -20.8% | -30.1% |
| YTD | +29.1% | +3.0% | +26.1% | +25.8% |
| 1Y | +47.4% | +12.1% | +35.3% | +40.2% |
| 3Y | +191.2% | +43.1% | +148.1% | +149.1% |
| 5Y | +74.0% | -15.1% | +89.1% | +76.1% |
| All | +995.4% | +14.5% | +980.9% | +870.7% |
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