-44.5%
TOST vs TSN
-9.4%
-35.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.7% |
| 7D | 0.0% | -1.4% | +1.5% | +0.5% |
| 30D | +16.2% | +8.5% | +7.7% | +13.3% |
| 3M | -1.5% | +5.3% | -6.8% | -3.3% |
| 6M | +55.3% | -10.5% | +65.8% | +59.9% |
| YTD | -2.3% | +3.0% | -5.3% | -4.4% |
| 1Y | -5.5% | +12.1% | -17.7% | -10.3% |
| 3Y | +151.1% | +43.1% | +108.0% | +109.5% |
| 5Y | -27.9% | -15.1% | -12.9% | -22.5% |
| All | -44.5% | -9.4% | -35.2% | -35.8% |
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 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