-9.1%
TSN vs M
-6.4%
-2.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.3% | +2.0% |
| 7D | -5.0% | +2.4% | -7.4% | -5.3% |
| 30D | -9.1% | -11.6% | +2.5% | -7.7% |
| 3M | -7.4% | +1.6% | -9.0% | -7.8% |
| 6M | -13.4% | +25.2% | -38.6% | -16.3% |
| YTD | -8.5% | +3.8% | -12.2% | -9.7% |
| 1Y | -3.2% | +36.3% | -39.5% | -8.0% |
| 3Y | +11.5% | +116.3% | -104.9% | -4.4% |
| 5Y | -19.5% | +28.2% | -47.7% | -28.9% |
| 10Y | -9.1% | -3.4% | -5.7% | -35.7% |
| All | -9.1% | -6.4% | -2.8% | -35.7% |
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