-6.8%
TSN vs MDY
+177.2%
-184.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.6% |
| 7D | +3.0% | -1.9% | +4.9% | +4.1% |
| 30D | -4.2% | -4.6% | +0.5% | -1.7% |
| 3M | -3.9% | -1.2% | -2.7% | -3.4% |
| 6M | -9.8% | +9.2% | -19.0% | -14.7% |
| YTD | -7.3% | +13.1% | -20.3% | -14.1% |
| 1Y | -2.2% | +13.0% | -15.2% | -9.5% |
| 3Y | +11.9% | +49.2% | -37.3% | -14.3% |
| 5Y | -16.9% | +47.2% | -64.2% | -37.0% |
| All | -6.8% | +177.2% | -184.0% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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