+10.8%
TSN vs DTE
+45.3%
-34.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.9% |
| 7D | +1.4% | -2.0% | +3.3% | +2.1% |
| 30D | -6.2% | -2.4% | -3.8% | -5.3% |
| 3M | -5.7% | -7.3% | +1.6% | -3.0% |
| 6M | -11.4% | -7.6% | -3.7% | -8.8% |
| YTD | -8.2% | +5.8% | -14.0% | -10.8% |
| 1Y | -2.0% | +2.3% | -4.4% | -3.6% |
| All | +10.8% | +45.3% | -34.5% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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