-18.0%
TSN vs BEN
+28.2%
-46.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -0.8% |
| 7D | -1.4% | +6.8% | -8.2% | -2.8% |
| 30D | +8.5% | +18.0% | -9.5% | +4.7% |
| 3M | +5.3% | +7.5% | -2.2% | +3.5% |
| 6M | -10.5% | +14.7% | -25.2% | -13.4% |
| YTD | +3.0% | +56.1% | -53.1% | -7.6% |
| 1Y | +12.1% | +69.6% | -57.5% | -1.4% |
| 3Y | +43.1% | +87.7% | -44.6% | +19.1% |
| All | -18.0% | +28.2% | -46.2% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 5y: compounded portfolio wealth divided by compounded BEN 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…
5y analysis · Full analysis span regression · 6 months rolling