+408.5%
TSN vs MDY
+2,662.7%
-2,254.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -6.3% | +0.1% | -6.5% | -6.5% |
| 30D | -10.8% | -1.5% | -9.3% | -10.0% |
| 3M | -8.8% | +0.8% | -9.5% | -9.5% |
| 6M | -16.8% | +7.4% | -24.2% | -21.1% |
| YTD | -10.0% | +15.2% | -25.2% | -18.5% |
| 1Y | -5.3% | +16.5% | -21.8% | -15.0% |
| 3Y | +8.5% | +46.8% | -38.3% | -18.3% |
| 5Y | -22.9% | +46.0% | -69.0% | -42.9% |
| 10Y | -12.6% | +172.1% | -184.7% | -58.7% |
| All | +408.5% | +2,662.7% | -2,254.2% | -44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling