+9,741.5%
TER vs TSN
+1,053.2%
+8,688.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.3% | +12.4% | +12.6% |
| 7D | -5.8% | +4.9% | -10.6% | -7.1% |
| 30D | -38.9% | +12.1% | -51.0% | -41.0% |
| 3M | -35.1% | +4.1% | -39.2% | -36.2% |
| 6M | -31.6% | -10.9% | -20.7% | -30.4% |
| YTD | +27.2% | +4.8% | +22.4% | +23.0% |
| 1Y | +35.2% | +17.6% | +17.6% | +26.2% |
| 3Y | +192.8% | +43.2% | +149.6% | +152.3% |
| 5Y | +72.4% | -13.9% | +86.3% | +71.1% |
| 10Y | +1,001.8% | +11.8% | +990.0% | +866.2% |
| All | +9,741.5% | +1,053.2% | +8,688.3% | +3,726.8% |
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 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