-17.8%
TSN vs MTB
+101.1%
-118.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +1.4% | -0.4% | +1.8% | +1.5% |
| 30D | -6.2% | -4.6% | -1.6% | -5.1% |
| 3M | -5.7% | +7.4% | -13.1% | -7.5% |
| 6M | -11.4% | +18.7% | -30.0% | -15.3% |
| YTD | -8.2% | +21.1% | -29.2% | -12.9% |
| 1Y | -2.0% | +24.1% | -26.1% | -7.8% |
| 3Y | +11.9% | +115.3% | -103.5% | -12.2% |
| 5Y | -17.8% | +106.0% | -123.8% | -35.9% |
| All | -17.8% | +101.1% | -118.8% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling