-0.8%
TOST vs TSN
+19.9%
-20.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.4% | +0.1% | +4.3% |
| 7D | +10.7% | +8.4% | +2.3% | +8.9% |
| 30D | +17.7% | +16.1% | +1.7% | +14.4% |
| 3M | +4.6% | +3.2% | +1.5% | +3.6% |
| 6M | +20.3% | -11.1% | +31.4% | +19.5% |
| YTD | -0.4% | +5.1% | -5.5% | -3.5% |
| 1Y | -0.8% | +19.4% | -20.2% | -7.9% |
| All | -0.8% | +19.9% | -20.7% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling