-29.2%
TOST vs TSN
-15.5%
-13.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -3.6% | -0.3% | -3.3% | -3.5% |
| 30D | +8.9% | +11.8% | -2.9% | +5.0% |
| 3M | -2.2% | +7.1% | -9.3% | -4.5% |
| 6M | +41.0% | -9.2% | +50.1% | +44.7% |
| YTD | -4.0% | +4.8% | -8.8% | -6.7% |
| 1Y | -9.6% | +11.6% | -21.2% | -14.3% |
| 3Y | +141.7% | +41.5% | +100.1% | +100.7% |
| All | -29.2% | -15.5% | -13.6% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling