-3.2%
TSN vs M
+31.9%
-35.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.3% | +1.8% |
| 7D | -5.0% | +2.4% | -7.4% | -5.1% |
| 30D | -9.1% | -11.6% | +2.5% | -8.7% |
| 3M | -7.4% | +1.6% | -9.0% | -7.1% |
| 6M | -13.4% | +25.2% | -38.6% | -13.9% |
| YTD | -8.5% | +3.8% | -12.2% | -8.0% |
| 1Y | -3.2% | +36.3% | -39.5% | -5.2% |
| All | -3.2% | +31.9% | -35.1% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling