+76.5%
TNA vs TSN
-4.9%
+81.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.2% |
| 7D | -7.3% | +3.0% | -10.3% | -9.8% |
| 30D | -14.2% | -4.2% | -10.0% | -11.4% |
| 3M | -4.6% | -3.9% | -0.7% | -2.9% |
| 6M | +36.9% | -9.8% | +46.8% | +44.0% |
| YTD | +42.5% | -7.3% | +49.8% | +44.7% |
| 1Y | +45.8% | -2.2% | +48.0% | +39.4% |
| 3Y | +104.7% | +11.9% | +92.8% | +64.7% |
| 5Y | -21.7% | -16.9% | -4.8% | -13.5% |
| All | +76.5% | -4.9% | +81.5% | +77.2% |
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