-18.0%
TSN vs MDY
+34.6%
-52.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.4% | +2.3% | -3.7% | -2.3% |
| 30D | +8.5% | +2.0% | +6.5% | +7.6% |
| 3M | +5.3% | -5.6% | +10.9% | +7.5% |
| 6M | -10.5% | +1.3% | -11.8% | -11.3% |
| YTD | +3.0% | +12.3% | -9.4% | -2.4% |
| 1Y | +12.1% | +15.8% | -3.7% | +5.0% |
| 3Y | +43.1% | +56.5% | -13.4% | +13.9% |
| All | -18.0% | +34.6% | -52.6% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling