+704.9%
TSN vs M
+401.4%
+303.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | +0.1% |
| 7D | +4.6% | -4.3% | +8.9% | +5.4% |
| 30D | +15.4% | +1.3% | +14.2% | +15.0% |
| 3M | +2.9% | -7.4% | +10.3% | +3.9% |
| 6M | -10.8% | +18.3% | -29.1% | -14.1% |
| YTD | +4.5% | +7.6% | -3.1% | +1.6% |
| 1Y | +19.5% | +17.4% | +2.1% | +14.4% |
| 3Y | +42.2% | +108.4% | -66.1% | +16.6% |
| 5Y | -14.2% | -10.6% | -3.6% | -22.0% |
| 10Y | +15.4% | -3.2% | +18.5% | -12.2% |
| All | +704.9% | +401.4% | +303.5% | +295.6% |
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