+16.9%
TSN vs ACWI
+227.3%
-210.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.4% |
| 7D | -0.3% | -0.7% | +0.4% | 0.0% |
| 30D | +11.8% | -2.0% | +13.8% | +12.9% |
| 3M | +7.1% | -2.2% | +9.2% | +8.1% |
| 6M | -9.2% | +1.9% | -11.0% | -10.8% |
| YTD | +4.8% | +12.0% | -7.2% | -3.1% |
| 1Y | +11.6% | +12.5% | -0.9% | +2.9% |
| 3Y | +41.5% | +75.4% | -33.9% | -3.8% |
| 5Y | -15.5% | +61.5% | -77.1% | -39.8% |
| 10Y | +16.9% | +227.1% | -210.3% | -46.5% |
| All | +16.9% | +227.3% | -210.5% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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