+388.6%
TSN vs MKTX
+1,445.1%
-1,056.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -7.3% | +0.3% | -7.6% | -7.3% |
| 30D | -8.6% | +1.0% | -9.6% | -8.8% |
| 3M | -7.5% | +40.8% | -48.3% | -13.7% |
| 6M | -14.1% | -10.9% | -3.2% | -13.2% |
| YTD | -9.4% | -8.6% | -0.8% | -9.0% |
| 1Y | -4.1% | -11.6% | +7.5% | -3.2% |
| 3Y | +10.3% | -24.5% | +34.9% | +12.2% |
| 5Y | -19.7% | -60.7% | +41.0% | -9.8% |
| 10Y | -7.0% | +5.1% | -12.1% | -17.9% |
| All | +388.6% | +1,445.1% | -1,056.5% | +109.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling