+513.1%
TRI vs TSN
+440.5%
+72.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.8% | -1.6% |
| 7D | -8.4% | -7.3% | -1.1% | -7.1% |
| 30D | -6.5% | -8.6% | +2.2% | -4.9% |
| 3M | +18.6% | -7.5% | +26.1% | +20.4% |
| 6M | -10.4% | -14.1% | +3.7% | -7.9% |
| YTD | -23.7% | -9.4% | -14.3% | -22.5% |
| 1Y | -42.5% | -4.1% | -38.4% | -42.3% |
| 3Y | -19.3% | +10.3% | -29.6% | -22.1% |
| 5Y | -9.7% | -19.7% | +10.1% | -8.2% |
| 10Y | +194.4% | -7.0% | +201.4% | +177.0% |
| All | +513.1% | +440.5% | +72.6% | +226.4% |
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