+203.6%
TGT vs TSN
-4.9%
+208.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | -5.2% | +3.0% | -8.3% | -6.0% |
| 30D | +1.2% | -4.2% | +5.4% | +2.2% |
| 3M | +18.4% | -3.9% | +22.3% | +19.4% |
| 6M | +33.4% | -9.8% | +43.3% | +36.3% |
| YTD | +63.8% | -7.3% | +71.1% | +65.7% |
| 1Y | +77.2% | -2.2% | +79.4% | +76.3% |
| 3Y | +41.8% | +11.9% | +29.9% | +35.2% |
| 5Y | -25.5% | -16.9% | -8.6% | -23.1% |
| All | +203.6% | -4.9% | +208.5% | +194.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling