-11.8%
TLT vs TSN
+17.5%
-29.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | -1.0% | -0.3% | -0.8% | -1.0% |
| 30D | +3.7% | +11.8% | -8.1% | +3.9% |
| 3M | -0.8% | +7.1% | -7.9% | -0.7% |
| 6M | -3.6% | -9.2% | +5.6% | -3.7% |
| YTD | -3.9% | +4.8% | -8.7% | -3.8% |
| 1Y | -6.2% | +11.6% | -17.9% | -6.0% |
| 3Y | +4.2% | +41.5% | -37.4% | +5.5% |
| 5Y | -34.7% | -15.5% | -19.1% | -35.3% |
| 10Y | -11.8% | +16.9% | -28.7% | -11.2% |
| All | -11.8% | +17.5% | -29.3% | -11.2% |
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