+422.7%
TSN vs A
+566.3%
-143.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | -0.2% |
| 7D | +4.9% | +4.8% | +0.1% | +4.0% |
| 30D | +12.1% | +5.6% | +6.4% | +10.9% |
| 3M | +4.1% | +23.6% | -19.5% | +0.1% |
| 6M | -10.9% | +56.4% | -67.2% | -18.3% |
| YTD | +4.8% | +33.4% | -28.6% | -1.5% |
| 1Y | +17.6% | +23.7% | -6.1% | +12.0% |
| 3Y | +43.2% | +71.0% | -27.8% | +26.9% |
| 5Y | -13.9% | +16.8% | -30.7% | -19.3% |
| 10Y | +11.8% | +323.8% | -311.9% | -17.7% |
| All | +422.7% | +566.3% | -143.5% | +217.8% |
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 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