+409.3%
TSN vs DAR
+1,762.6%
-1,353.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -6.3% | +1.4% | -7.7% | -6.4% |
| 30D | -10.8% | +12.8% | -23.6% | -11.5% |
| 3M | -8.8% | +7.4% | -16.1% | -9.3% |
| 6M | -16.8% | +22.3% | -39.1% | -18.0% |
| YTD | -10.0% | +81.1% | -91.1% | -13.6% |
| 1Y | -5.3% | +106.5% | -111.7% | -9.9% |
| 3Y | +8.5% | +5.3% | +3.2% | +6.7% |
| 5Y | -22.9% | -11.5% | -11.4% | -23.9% |
| 10Y | -12.6% | +353.3% | -366.0% | -21.9% |
| All | +409.3% | +1,762.6% | -1,353.3% | +337.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling