-12.6%
TLT vs TSN
+14.5%
-27.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | -3.1% | -1.4% | -1.7% | -3.1% |
| 30D | +1.0% | +8.5% | -7.4% | +1.2% |
| 3M | -2.7% | +5.3% | -8.0% | -2.6% |
| 6M | -4.1% | -10.5% | +6.3% | -4.3% |
| YTD | -5.4% | +3.0% | -8.3% | -5.3% |
| 1Y | -7.0% | +12.1% | -19.1% | -6.8% |
| 3Y | +2.8% | +43.1% | -40.3% | +4.2% |
| 5Y | -35.4% | -15.1% | -20.3% | -35.9% |
| All | -12.6% | +14.5% | -27.1% | -12.0% |
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