+54.6%
TER vs TSN
-14.6%
+69.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.6% |
| 7D | -20.5% | +4.6% | -25.1% | -20.8% |
| 30D | -47.0% | +15.4% | -62.4% | -47.7% |
| 3M | -43.3% | +2.9% | -46.2% | -43.4% |
| 6M | -42.9% | -10.8% | -32.1% | -41.8% |
| YTD | +12.9% | +4.5% | +8.4% | +11.2% |
| 1Y | +18.2% | +19.5% | -1.3% | +12.8% |
| 3Y | +151.8% | +42.2% | +109.6% | +116.7% |
| All | +54.6% | -14.6% | +69.1% | +74.4% |
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