+11.9%
TSN vs DGX
+96.4%
-84.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.6% |
| 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% | -7.5% |
| 6M | -9.8% | +18.2% | -28.0% | -13.8% |
| YTD | -7.3% | +37.2% | -44.5% | -15.2% |
| 1Y | -2.2% | +30.4% | -32.6% | -9.4% |
| 3Y | +11.9% | +96.7% | -84.8% | -6.5% |
| All | +11.9% | +96.4% | -84.5% | -6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling