-19.5%
TSN vs BEN
+42.4%
-61.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -5.0% | +4.7% | -9.7% | -6.0% |
| 30D | -9.1% | +2.6% | -11.7% | -9.6% |
| 3M | -7.4% | +11.5% | -18.9% | -9.7% |
| 6M | -13.4% | +35.3% | -48.7% | -19.1% |
| YTD | -8.5% | +48.6% | -57.1% | -16.6% |
| 1Y | -3.2% | +46.7% | -49.9% | -11.7% |
| 3Y | +11.5% | +57.0% | -45.5% | -1.8% |
| 5Y | -19.5% | +41.8% | -61.3% | -29.4% |
| All | -19.5% | +42.4% | -61.9% | -29.4% |
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