+426.4%
TSN vs A
+557.8%
-131.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.9% |
| 7D | +5.8% | +1.4% | +4.5% | +5.6% |
| 30D | +12.8% | +4.3% | +8.5% | +11.9% |
| 3M | +6.5% | +19.8% | -13.3% | +2.9% |
| 6M | -10.3% | +54.4% | -64.6% | -17.6% |
| YTD | +5.5% | +31.7% | -26.2% | -0.6% |
| 1Y | +15.8% | +22.4% | -6.7% | +10.4% |
| 3Y | +42.5% | +67.7% | -25.2% | +26.7% |
| 5Y | -14.3% | +15.7% | -30.1% | -19.6% |
| 10Y | +18.2% | +308.7% | -290.5% | -12.5% |
| All | +426.4% | +557.8% | -131.4% | +220.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling