+202.8%
TER vs TSN
-22.4%
+225.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.1% | +5.5% |
| 7D | +0.6% | -6.3% | +6.9% | +1.2% |
| 30D | -8.3% | -10.8% | +2.5% | -7.3% |
| 3M | -12.2% | -8.8% | -3.5% | -11.9% |
| 6M | +17.1% | -16.8% | +33.9% | +19.0% |
| YTD | +84.7% | -10.0% | +94.7% | +84.5% |
| 1Y | +199.9% | -5.3% | +205.2% | +196.1% |
| 3Y | +232.8% | +8.5% | +224.2% | +206.3% |
| All | +202.8% | -22.4% | +225.2% | +253.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling