-20.6%
TRI vs TSN
+11.8%
-32.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.5% |
| 7D | -14.4% | +1.4% | -15.7% | -14.5% |
| 30D | -8.1% | -6.2% | -1.9% | -7.3% |
| 3M | +17.5% | -5.7% | +23.2% | +18.7% |
| 6M | -5.0% | -11.4% | +6.4% | -3.5% |
| YTD | -24.7% | -8.2% | -16.5% | -24.0% |
| 1Y | -41.5% | -2.0% | -39.5% | -41.5% |
| All | -20.6% | +11.8% | -32.4% | -22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling