-40.6%
TOST vs TSN
-14.6%
-26.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | +9.4% | +4.6% | +4.8% | +7.9% |
| 30D | +13.5% | +15.4% | -1.9% | +8.5% |
| 3M | -0.1% | +2.9% | -3.0% | -1.2% |
| 6M | +22.5% | -10.8% | +33.3% | +26.3% |
| YTD | -2.4% | +4.5% | -6.8% | -4.9% |
| 1Y | -4.7% | +19.5% | -24.2% | -11.7% |
| 3Y | +103.2% | +42.2% | +61.0% | +69.6% |
| All | -40.6% | -14.6% | -26.0% | -36.8% |
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 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