-6.8%
TSN vs DGX
+255.3%
-262.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.5% |
| 7D | +3.0% | -0.9% | +3.9% | +3.3% |
| 30D | -4.2% | -1.2% | -3.0% | -3.9% |
| 3M | -3.9% | +15.8% | -19.7% | -7.9% |
| 6M | -9.8% | +18.2% | -28.0% | -14.3% |
| YTD | -7.3% | +37.2% | -44.5% | -15.7% |
| 1Y | -2.2% | +30.4% | -32.6% | -9.9% |
| 3Y | +11.9% | +96.7% | -84.8% | -9.1% |
| 5Y | -16.9% | +67.2% | -84.1% | -30.2% |
| All | -6.8% | +255.3% | -262.1% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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