+1,067.1%
TSN vs DD
+1,166.0%
-98.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.4% |
| 7D | +5.8% | +2.2% | +3.6% | +5.1% |
| 30D | +12.8% | +20.7% | -7.8% | +6.9% |
| 3M | +6.5% | +11.3% | -4.9% | +3.0% |
| 6M | -10.3% | +6.0% | -16.2% | -12.3% |
| YTD | +5.5% | +31.7% | -26.2% | -3.6% |
| 1Y | +15.8% | +32.2% | -16.5% | +5.6% |
| 3Y | +42.5% | +92.7% | -50.1% | +14.0% |
| 5Y | -14.3% | +72.1% | -86.5% | -30.4% |
| 10Y | +18.2% | +99.7% | -81.5% | -13.2% |
| All | +1,067.1% | +1,166.0% | -98.9% | +360.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling