+12.4%
TSN vs A
+22.0%
-9.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.6% |
| 7D | +5.8% | +1.4% | +4.5% | +6.0% |
| 30D | +12.8% | +4.3% | +8.5% | +13.3% |
| 3M | +6.5% | +19.8% | -13.3% | +8.7% |
| 6M | -10.3% | +54.4% | -64.6% | -5.0% |
| YTD | +5.5% | +31.7% | -26.2% | +11.5% |
| All | +12.4% | +22.0% | -9.6% | +21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling