+13,171.6%
TSM vs TSN
+315.9%
+12,855.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.4% |
| 7D | +4.4% | -0.3% | +4.7% | +4.5% |
| 30D | -7.0% | +11.8% | -18.7% | -9.7% |
| 3M | -1.8% | +7.1% | -8.9% | -3.8% |
| 6M | +2.7% | -9.2% | +11.8% | +4.2% |
| YTD | +37.1% | +4.8% | +32.3% | +33.7% |
| 1Y | +43.5% | +11.6% | +31.8% | +37.4% |
| 3Y | +341.5% | +41.5% | +300.0% | +288.2% |
| 5Y | +278.9% | -15.5% | +294.4% | +278.1% |
| 10Y | +1,641.8% | +16.9% | +1,624.9% | +1,406.2% |
| All | +13,171.6% | +315.9% | +12,855.7% | +7,359.6% |
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