+8,096.9%
TMO vs TSN
+910.5%
+7,186.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.7% |
| 7D | -2.5% | +1.4% | -3.8% | -2.7% |
| 30D | -0.3% | -6.2% | +5.9% | +0.8% |
| 3M | +25.3% | -5.7% | +30.9% | +26.3% |
| 6M | +20.9% | -11.4% | +32.2% | +22.9% |
| YTD | +4.3% | -8.2% | +12.5% | +5.2% |
| 1Y | +27.0% | -2.0% | +29.0% | +26.4% |
| 3Y | +17.5% | +11.9% | +5.6% | +13.4% |
| 5Y | +6.9% | -17.8% | +24.7% | +8.3% |
| 10Y | +332.0% | -5.7% | +337.7% | +308.1% |
| All | +8,096.9% | +910.5% | +7,186.4% | +4,175.6% |
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