+263.4%
TSM vs TSN
-13.7%
+277.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +2.0% |
| 7D | -2.1% | +5.8% | -7.9% | -2.3% |
| 30D | -12.5% | +12.8% | -25.4% | -13.0% |
| 3M | -5.0% | +6.5% | -11.5% | -5.3% |
| 6M | -3.2% | -10.3% | +7.1% | -2.0% |
| YTD | +31.5% | +5.5% | +26.0% | +30.9% |
| 1Y | +35.7% | +15.8% | +19.9% | +33.6% |
| 3Y | +323.5% | +42.5% | +281.0% | +283.9% |
| 5Y | +263.4% | -14.3% | +277.7% | +306.2% |
| All | +263.4% | -13.7% | +277.1% | +306.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling