+18.2%
TSN vs M
-3.0%
+21.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | +5.8% | +5.0% | +0.8% | +5.1% |
| 30D | +12.8% | +10.6% | +2.2% | +11.3% |
| 3M | +6.5% | +1.6% | +4.9% | +6.0% |
| 6M | -10.3% | +30.8% | -41.1% | -13.8% |
| YTD | +5.5% | +16.9% | -11.4% | +2.4% |
| 1Y | +15.8% | +26.3% | -10.5% | +11.1% |
| 3Y | +42.5% | +158.6% | -116.1% | +19.1% |
| 5Y | -14.3% | +2.1% | -16.4% | -21.2% |
| 10Y | +18.2% | -4.3% | +22.5% | -16.0% |
| All | +18.2% | -3.0% | +21.3% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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