+47.4%
TER vs TSN
+12.4%
+35.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.6% | -5.7% |
| 7D | +14.4% | -1.4% | +15.8% | +13.6% |
| 30D | -30.6% | +8.5% | -39.1% | -28.1% |
| 3M | -39.2% | +5.3% | -44.5% | -37.7% |
| 6M | -31.3% | -10.5% | -20.8% | -29.6% |
| YTD | +29.1% | +3.0% | +26.1% | +31.8% |
| 1Y | +47.4% | +12.1% | +35.3% | +46.5% |
| All | +47.4% | +12.4% | +35.0% | +46.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling