+234.9%
TPR vs TSN
-14.8%
+249.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | +0.1% |
| 7D | -0.3% | -1.4% | +1.1% | +0.2% |
| 30D | +15.1% | +8.5% | +6.6% | +11.8% |
| 3M | +3.5% | +5.3% | -1.8% | +1.5% |
| 6M | +0.4% | -10.5% | +10.9% | +3.9% |
| YTD | +4.6% | +3.0% | +1.6% | +1.7% |
| 1Y | +33.1% | +12.1% | +21.0% | +24.7% |
| 3Y | +396.0% | +43.1% | +352.9% | +297.7% |
| All | +234.9% | -14.8% | +249.8% | +238.5% |
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