+262.0%
TER vs TSN
+10.8%
+251.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.1% | +5.4% |
| 7D | +0.6% | -6.3% | +6.9% | -0.4% |
| 30D | -8.3% | -10.8% | +2.5% | -10.0% |
| 3M | -12.2% | -8.8% | -3.5% | -13.3% |
| 6M | +17.1% | -16.8% | +33.9% | +15.0% |
| YTD | +84.7% | -10.0% | +94.7% | +82.2% |
| 1Y | +199.9% | -5.3% | +205.2% | +197.7% |
| All | +262.0% | +10.8% | +251.2% | +230.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling