-7.7%
TSN vs A
+247.2%
-254.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.6% |
| 7D | +1.4% | -4.6% | +5.9% | +2.3% |
| 30D | -6.2% | -4.3% | -1.9% | -5.4% |
| 3M | -5.7% | +8.9% | -14.6% | -7.5% |
| 6M | -11.4% | +24.5% | -35.9% | -16.3% |
| YTD | -8.2% | +5.8% | -14.0% | -10.1% |
| 1Y | -2.0% | +16.2% | -18.2% | -6.5% |
| 3Y | +11.9% | +28.5% | -16.6% | +1.6% |
| 5Y | -17.8% | -16.3% | -1.4% | -17.4% |
| All | -7.7% | +247.2% | -254.9% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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