-18.8%
TSN vs MNDY
-49.8%
+31.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +1.0% |
| 7D | +3.0% | -4.6% | +7.7% | +3.0% |
| 30D | -4.2% | +1.0% | -5.2% | -4.2% |
| 3M | -3.9% | +9.1% | -13.0% | -4.0% |
| 6M | -9.8% | +14.2% | -24.1% | -9.9% |
| YTD | -7.3% | -41.1% | +33.9% | -7.0% |
| 1Y | -2.2% | -54.7% | +52.5% | -1.9% |
| 3Y | +11.9% | -50.6% | +62.4% | +11.9% |
| 5Y | -16.9% | -76.7% | +59.7% | -19.8% |
| All | -18.8% | -49.8% | +31.1% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 10y: compounded portfolio wealth divided by compounded MNDY 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…
10y analysis · Full analysis span regression · 6 months rolling