-18.0%
TSN vs M
-3.3%
-14.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.3% | -0.9% |
| 7D | -1.4% | +7.0% | -8.5% | -2.1% |
| 30D | +8.5% | +8.9% | -0.4% | +7.5% |
| 3M | +5.3% | +4.5% | +0.8% | +4.7% |
| 6M | -10.5% | +36.2% | -46.7% | -13.4% |
| YTD | +3.0% | +15.1% | -12.2% | +0.9% |
| 1Y | +12.1% | +27.4% | -15.3% | +8.7% |
| 3Y | +43.1% | +160.1% | -117.0% | +22.6% |
| All | -18.0% | -3.3% | -14.7% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling