-14.5%
TSN vs MTB
+61.4%
-75.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | +10.2% | +0.8% | +9.3% | +9.9% |
| 3M | +7.2% | -12.8% | +19.9% | +10.8% |
| 6M | -10.6% | +6.7% | -17.3% | -12.2% |
| YTD | +3.7% | +11.3% | -7.6% | +0.4% |
| 1Y | +13.5% | +20.2% | -6.7% | +7.6% |
| 3Y | +40.1% | +103.8% | -63.7% | +11.4% |
| 5Y | -14.5% | +60.9% | -75.3% | -29.0% |
| All | -14.5% | +61.4% | -75.9% | -29.0% |
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