+9.3%
TSN vs MDY
+48.7%
-39.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | 0.0% | -0.8% |
| 7D | -7.3% | -0.8% | -6.5% | -7.1% |
| 30D | -8.6% | -3.9% | -4.8% | -7.7% |
| 3M | -7.5% | 0.0% | -7.5% | -7.6% |
| 6M | -14.1% | +8.5% | -22.7% | -16.4% |
| YTD | -9.4% | +13.2% | -22.7% | -13.0% |
| 1Y | -4.1% | +15.0% | -19.1% | -8.4% |
| All | +9.3% | +48.7% | -39.4% | -13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling