+11.9%
TSN vs MKTX
-25.3%
+37.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.0% | +1.0% |
| 7D | +3.0% | -0.2% | +3.3% | +3.0% |
| 30D | -4.2% | +0.7% | -4.9% | -4.2% |
| 3M | -3.9% | +40.8% | -44.7% | -5.9% |
| 6M | -9.8% | -8.0% | -1.8% | -9.3% |
| YTD | -7.3% | -8.7% | +1.5% | -6.7% |
| 1Y | -2.2% | -11.8% | +9.6% | -1.4% |
| 3Y | +11.9% | -24.0% | +35.9% | +12.6% |
| All | +11.9% | -25.3% | +37.1% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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