+13,634.3%
TSM vs TSN
+257.2%
+13,377.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.5% | +3.0% |
| 7D | +2.7% | -6.3% | +9.0% | +4.3% |
| 30D | +3.6% | -10.8% | +14.4% | +6.4% |
| 3M | -3.4% | -8.8% | +5.4% | -1.8% |
| 6M | +20.6% | -16.8% | +37.4% | +25.1% |
| YTD | +41.9% | -10.0% | +51.9% | +44.0% |
| 1Y | +84.4% | -5.3% | +89.6% | +84.1% |
| 3Y | +380.2% | +8.5% | +371.7% | +352.6% |
| 5Y | +275.3% | -22.9% | +298.3% | +283.2% |
| 10Y | +1,751.4% | -12.6% | +1,764.0% | +1,628.8% |
| All | +13,634.3% | +257.2% | +13,377.1% | +7,936.2% |
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 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