+493.0%
TSN vs DAR
+1,448.0%
-955.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.1% | -5.8% | -1.0% |
| 7D | -0.3% | +3.6% | -3.9% | -0.5% |
| 30D | +11.8% | -11.3% | +23.0% | +12.6% |
| 3M | +7.1% | -13.1% | +20.2% | +7.9% |
| 6M | -9.2% | -15.1% | +5.9% | -8.4% |
| YTD | +4.8% | +50.5% | -45.7% | +1.8% |
| 1Y | +11.6% | +57.9% | -46.3% | +8.1% |
| 3Y | +41.5% | +28.9% | +12.6% | +37.4% |
| 5Y | -15.5% | -31.4% | +15.9% | -15.3% |
| 10Y | +16.9% | +301.0% | -284.2% | +5.3% |
| All | +493.0% | +1,448.0% | -955.0% | +415.1% |
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