+12.4%
TSN vs DAR
+307.1%
-294.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.5% |
| 7D | -1.4% | +9.2% | -10.6% | -3.4% |
| 30D | +10.2% | -12.3% | +22.4% | +13.2% |
| 3M | +7.2% | -12.7% | +19.9% | +10.1% |
| 6M | -10.6% | -12.8% | +2.2% | -8.6% |
| YTD | +3.7% | +53.8% | -50.1% | -7.7% |
| 1Y | +13.5% | +60.3% | -46.8% | -0.1% |
| 3Y | +40.1% | +31.7% | +8.3% | +23.9% |
| 5Y | -14.5% | -27.7% | +13.3% | -13.7% |
| All | +12.4% | +307.1% | -294.7% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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