+33.6%
TER vs TSN
+12.6%
+20.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | +0.1% |
| 7D | -8.9% | +5.8% | -14.7% | -6.4% |
| 30D | -39.1% | +12.8% | -51.9% | -35.7% |
| 3M | -32.8% | +6.5% | -39.2% | -30.7% |
| 6M | -31.7% | -10.3% | -21.5% | -29.7% |
| YTD | +26.9% | +5.5% | +21.4% | +31.8% |
| 1Y | +33.6% | +15.8% | +17.8% | +36.8% |
| All | +33.6% | +12.6% | +20.9% | +36.8% |
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 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