-19.5%
TSN vs DAR
-8.5%
-11.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.3% | +1.2% |
| 7D | -5.0% | -0.9% | -4.2% | -4.9% |
| 30D | -9.1% | +13.0% | -22.0% | -10.7% |
| 3M | -7.4% | +15.0% | -22.4% | -9.5% |
| 6M | -13.4% | +26.8% | -40.2% | -16.8% |
| YTD | -8.5% | +86.4% | -94.9% | -17.2% |
| 1Y | -3.2% | +115.1% | -118.3% | -14.6% |
| 3Y | +11.5% | +14.6% | -3.1% | +7.1% |
| 5Y | -19.5% | -8.8% | -10.7% | -19.9% |
| All | -19.5% | -8.5% | -11.0% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling