+379.1%
TPR vs TSN
+14.3%
+364.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | +14.2% | +4.6% | +9.6% | +12.1% |
| 30D | +17.1% | +15.4% | +1.7% | +10.2% |
| 3M | -17.7% | +2.9% | -20.6% | -19.0% |
| 6M | -10.2% | -10.8% | +0.6% | -6.5% |
| YTD | +4.9% | +4.5% | +0.4% | +1.1% |
| 1Y | +36.1% | +19.5% | +16.6% | +23.2% |
| 3Y | +416.5% | +42.2% | +374.3% | +320.5% |
| 5Y | +254.8% | -14.2% | +269.0% | +260.9% |
| All | +379.1% | +14.3% | +364.8% | +318.8% |
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