+1,297.6%
TNA vs TSN
+1,396.2%
-98.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -3.0% |
| 7D | +4.1% | -5.0% | +9.1% | +8.9% |
| 30D | -7.6% | -9.1% | +1.5% | +0.7% |
| 3M | +8.1% | -7.4% | +15.5% | +14.2% |
| 6M | +49.0% | -13.4% | +62.4% | +63.7% |
| YTD | +51.7% | -8.5% | +60.2% | +56.4% |
| 1Y | +59.6% | -3.2% | +62.8% | +54.0% |
| 3Y | +118.9% | +11.5% | +107.4% | +76.0% |
| 5Y | -19.2% | -19.5% | +0.3% | -8.1% |
| 10Y | +77.2% | -9.1% | +86.3% | +85.4% |
| All | +1,297.6% | +1,396.2% | -98.6% | -64.1% |
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