+131.2%
TLT vs TSN
+518.1%
-386.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.1% |
| 7D | -0.4% | -6.3% | +5.9% | -0.8% |
| 30D | -0.6% | -10.8% | +10.2% | -1.2% |
| 3M | -2.7% | -8.8% | +6.0% | -3.2% |
| 6M | -5.6% | -16.8% | +11.2% | -6.5% |
| YTD | -2.8% | -10.0% | +7.2% | -3.2% |
| 1Y | -1.4% | -5.3% | +3.8% | -1.5% |
| 3Y | -1.6% | +8.5% | -10.1% | -0.6% |
| 5Y | -33.8% | -22.9% | -10.9% | -34.4% |
| 10Y | -21.1% | -12.6% | -8.5% | -19.9% |
| All | +131.2% | +518.1% | -386.9% | +193.7% |
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