+901.6%
TSN vs DTE
+3,490.3%
-2,588.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.7% |
| 7D | -7.3% | 0.0% | -7.3% | -7.3% |
| 30D | -8.6% | -0.5% | -8.1% | -8.5% |
| 3M | -7.5% | -6.0% | -1.5% | -5.3% |
| 6M | -14.1% | -7.2% | -6.9% | -11.7% |
| YTD | -9.4% | +7.2% | -16.6% | -12.3% |
| 1Y | -4.1% | +4.1% | -8.1% | -6.1% |
| 3Y | +10.3% | +46.9% | -36.5% | -6.9% |
| 5Y | -19.7% | +32.9% | -52.6% | -30.1% |
| 10Y | -7.0% | +144.5% | -151.5% | -37.9% |
| All | +901.6% | +3,490.3% | -2,588.7% | +191.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling