-6.8%
TSN vs MTB
+173.8%
-180.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +3.0% | 0.0% | +3.0% | +3.0% |
| 30D | -4.2% | -4.8% | +0.6% | -2.9% |
| 3M | -3.9% | +6.0% | -9.8% | -5.6% |
| 6M | -9.8% | +19.6% | -29.5% | -14.6% |
| YTD | -7.3% | +21.5% | -28.7% | -12.8% |
| 1Y | -2.2% | +24.7% | -26.9% | -8.9% |
| 3Y | +11.9% | +108.6% | -96.7% | -12.9% |
| 5Y | -16.9% | +106.7% | -123.7% | -37.0% |
| All | -6.8% | +173.8% | -180.6% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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