+191.1%
TRI vs TSN
-4.9%
+196.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.6% |
| 7D | -7.9% | +3.0% | -10.9% | -8.3% |
| 30D | -4.5% | -4.2% | -0.3% | -4.0% |
| 3M | +22.1% | -3.9% | +26.0% | +22.8% |
| 6M | -2.8% | -9.8% | +7.1% | -1.5% |
| YTD | -23.4% | -7.3% | -16.1% | -22.8% |
| 1Y | -41.5% | -2.2% | -39.3% | -41.6% |
| 3Y | -19.2% | +11.9% | -31.1% | -21.4% |
| 5Y | -9.4% | -16.9% | +7.5% | -8.3% |
| All | +191.1% | -4.9% | +196.0% | +181.0% |
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