-1.1%
TLT vs TSN
+13.0%
-14.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.1% |
| 7D | +0.4% | -5.0% | +5.5% | +0.7% |
| 30D | -0.3% | -9.1% | +8.8% | +0.3% |
| 3M | -1.7% | -7.4% | +5.7% | -1.3% |
| 6M | -4.9% | -13.4% | +8.5% | -4.1% |
| YTD | -2.8% | -8.5% | +5.7% | -2.6% |
| 1Y | -4.2% | -3.2% | -1.0% | -4.6% |
| 3Y | -1.1% | +11.5% | -12.6% | -5.8% |
| All | -1.1% | +13.0% | -14.1% | -5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling