+397.0%
TSM vs TSN
+10.8%
+386.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.5% | +2.7% |
| 7D | +2.7% | -6.3% | +9.0% | +1.7% |
| 30D | +3.6% | -10.8% | +14.4% | +1.7% |
| 3M | -3.4% | -8.8% | +5.4% | -4.5% |
| 6M | +20.6% | -16.8% | +37.4% | +18.1% |
| YTD | +41.9% | -10.0% | +51.9% | +40.7% |
| 1Y | +84.4% | -5.3% | +89.6% | +84.5% |
| All | +397.0% | +10.8% | +386.2% | +377.0% |
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 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