+1,815.4%
TSM vs TSN
-9.4%
+1,824.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | +4.8% | -7.3% | +12.1% | +5.9% |
| 30D | +4.0% | -8.6% | +12.7% | +5.3% |
| 3M | +2.0% | -7.5% | +9.5% | +2.8% |
| 6M | +25.5% | -14.1% | +39.6% | +27.7% |
| YTD | +44.0% | -9.4% | +53.4% | +45.1% |
| 1Y | +75.4% | -4.1% | +79.5% | +74.7% |
| 3Y | +406.7% | +10.3% | +396.4% | +381.1% |
| 5Y | +285.0% | -19.7% | +304.7% | +291.5% |
| 10Y | +1,815.4% | -7.0% | +1,822.4% | +1,697.0% |
| All | +1,815.4% | -9.4% | +1,824.8% | +1,697.0% |
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