-14.3%
TSN vs DRI
+75.0%
-89.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | +5.8% | +4.2% | +1.6% | +5.0% |
| 30D | +12.8% | +15.7% | -2.8% | +9.6% |
| 3M | +6.5% | +5.8% | +0.7% | +5.1% |
| 6M | -10.3% | +18.4% | -28.7% | -13.4% |
| YTD | +5.5% | +28.2% | -22.7% | -0.6% |
| 1Y | +15.8% | +35.9% | -20.1% | +7.5% |
| 3Y | +42.5% | +67.7% | -25.2% | +23.3% |
| 5Y | -14.3% | +77.9% | -92.2% | -27.4% |
| All | -14.3% | +75.0% | -89.3% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling