+300.9%
TSN vs DGX
+8,794.8%
-8,493.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -7.3% | -2.2% | -5.1% | -6.8% |
| 30D | -8.6% | -0.9% | -7.7% | -8.5% |
| 3M | -7.5% | +15.6% | -23.1% | -10.8% |
| 6M | -14.1% | +17.8% | -31.9% | -17.6% |
| YTD | -9.4% | +37.5% | -46.9% | -16.5% |
| 1Y | -4.1% | +31.2% | -35.2% | -10.6% |
| 3Y | +10.3% | +96.6% | -86.3% | -7.2% |
| 5Y | -19.7% | +64.9% | -84.6% | -30.3% |
| 10Y | -7.0% | +254.6% | -261.6% | -34.1% |
| All | +300.9% | +8,794.8% | -8,493.9% | +62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling