+398.2%
TSN vs DRI
+7,577.6%
-7,179.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.5% |
| 7D | -6.3% | +0.6% | -6.9% | -6.4% |
| 30D | -10.8% | +3.8% | -14.7% | -11.7% |
| 3M | -8.8% | +13.0% | -21.8% | -11.8% |
| 6M | -16.8% | +8.3% | -25.1% | -18.9% |
| YTD | -10.0% | +20.6% | -30.6% | -15.0% |
| 1Y | -5.3% | +6.5% | -11.7% | -7.8% |
| 3Y | +8.5% | +53.7% | -45.2% | -5.5% |
| 5Y | -22.9% | +72.7% | -95.6% | -36.0% |
| 10Y | -12.6% | +363.2% | -375.8% | -48.9% |
| All | +398.2% | +7,577.6% | -7,179.4% | +57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling