-7.0%
TSN vs DRI
+348.4%
-355.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.6% |
| 7D | -7.3% | -4.8% | -2.5% | -6.1% |
| 30D | -8.6% | -3.9% | -4.7% | -7.7% |
| 3M | -7.5% | +5.1% | -12.6% | -8.9% |
| 6M | -14.1% | +5.5% | -19.6% | -15.8% |
| YTD | -9.4% | +16.5% | -25.9% | -13.9% |
| 1Y | -4.1% | +2.0% | -6.1% | -5.7% |
| 3Y | +10.3% | +54.5% | -44.2% | -5.0% |
| 5Y | -19.7% | +66.6% | -86.3% | -33.5% |
| 10Y | -7.0% | +353.6% | -360.6% | -45.6% |
| All | -7.0% | +348.4% | -355.5% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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