+593.5%
TSN vs M
+396.5%
+197.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.2% | -1.1% |
| 7D | -6.3% | +4.7% | -11.0% | -7.1% |
| 30D | -10.8% | -9.6% | -1.2% | -9.3% |
| 3M | -8.8% | +0.9% | -9.6% | -9.2% |
| 6M | -16.8% | +22.3% | -39.1% | -20.3% |
| YTD | -10.0% | +6.5% | -16.5% | -12.0% |
| 1Y | -5.3% | +38.8% | -44.0% | -11.9% |
| 3Y | +8.5% | +115.9% | -107.4% | -11.5% |
| 5Y | -22.9% | +28.6% | -51.6% | -34.9% |
| 10Y | -12.6% | -2.5% | -10.1% | -33.5% |
| All | +593.5% | +396.5% | +197.0% | +242.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling