+102.5%
TNA vs TSN
+11.8%
+90.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -3.7% |
| 7D | -7.6% | +1.4% | -8.9% | -8.2% |
| 30D | -13.6% | -6.2% | -7.5% | -11.2% |
| 3M | +2.8% | -5.7% | +8.5% | +4.8% |
| 6M | +34.5% | -11.4% | +45.9% | +39.3% |
| YTD | +41.0% | -8.2% | +49.2% | +41.9% |
| 1Y | +52.0% | -2.0% | +54.0% | +45.4% |
| All | +102.5% | +11.8% | +90.6% | +32.8% |
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