+14,183.4%
TER vs TSN
+890.5%
+13,293.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.1% | +5.7% |
| 7D | +0.6% | -6.3% | +6.9% | +2.4% |
| 30D | -8.3% | -10.8% | +2.5% | -5.4% |
| 3M | -12.2% | -8.8% | -3.5% | -10.9% |
| 6M | +17.1% | -16.8% | +33.9% | +21.6% |
| YTD | +84.7% | -10.0% | +94.7% | +87.0% |
| 1Y | +199.9% | -5.3% | +205.2% | +197.8% |
| 3Y | +232.8% | +8.5% | +224.2% | +211.4% |
| 5Y | +198.6% | -22.9% | +221.5% | +206.2% |
| 10Y | +1,669.7% | -12.6% | +1,682.4% | +1,567.6% |
| All | +14,183.4% | +890.5% | +13,293.0% | +5,717.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling