+10.6%
TMO vs TSN
-17.2%
+27.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.9% |
| 7D | -0.6% | +3.0% | -3.7% | -1.3% |
| 30D | +1.1% | -4.2% | +5.3% | +1.9% |
| 3M | +28.3% | -3.9% | +32.2% | +29.0% |
| 6M | +23.3% | -9.8% | +33.1% | +24.7% |
| YTD | +5.5% | -7.3% | +12.7% | +5.8% |
| 1Y | +24.5% | -2.2% | +26.8% | +23.0% |
| 3Y | +19.6% | +11.9% | +7.7% | +13.0% |
| All | +10.6% | -17.2% | +27.8% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling