+349.0%
TSN vs A
+457.0%
-108.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.8% |
| 7D | -6.3% | -1.9% | -4.4% | -6.0% |
| 30D | -10.8% | +6.9% | -17.7% | -11.9% |
| 3M | -8.8% | +9.2% | -18.0% | -10.3% |
| 6M | -16.8% | +25.7% | -42.5% | -20.8% |
| YTD | -10.0% | +11.5% | -21.5% | -12.6% |
| 1Y | -5.3% | +18.4% | -23.6% | -9.1% |
| 3Y | +8.5% | +26.6% | -18.1% | +1.5% |
| 5Y | -22.9% | -12.8% | -10.1% | -23.9% |
| 10Y | -12.6% | +247.2% | -259.8% | -33.4% |
| All | +349.0% | +457.0% | -108.1% | +182.1% |
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