-6.8%
TSN vs DD
+66.6%
-73.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +3.0% | -3.5% | +6.5% | +4.0% |
| 30D | -4.2% | -11.7% | +7.5% | -1.0% |
| 3M | -3.9% | -9.2% | +5.3% | -1.5% |
| 6M | -9.8% | -7.2% | -2.7% | -8.7% |
| YTD | -7.3% | +6.6% | -13.9% | -9.9% |
| 1Y | -2.2% | +32.0% | -34.2% | -10.7% |
| 3Y | +11.9% | +42.1% | -30.3% | -2.4% |
| 5Y | -16.9% | +58.1% | -75.0% | -31.2% |
| All | -6.8% | +66.6% | -73.4% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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