+7,716.4%
TPR vs TSN
+654.2%
+7,062.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -2.3% | -6.3% | +4.0% | -0.2% |
| 30D | -23.0% | -10.8% | -12.2% | -20.0% |
| 3M | -12.5% | -8.8% | -3.7% | -10.0% |
| 6M | -21.4% | -16.8% | -4.6% | -17.0% |
| YTD | -3.5% | -10.0% | +6.5% | -1.2% |
| 1Y | +17.4% | -5.3% | +22.6% | +17.7% |
| 3Y | +291.3% | +8.5% | +282.7% | +268.8% |
| 5Y | +241.9% | -22.9% | +264.8% | +260.8% |
| 10Y | +322.7% | -12.6% | +335.3% | +312.8% |
| All | +7,716.4% | +654.2% | +7,062.2% | +3,316.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling