+895.4%
TSN vs MTB
+8,294.1%
-7,398.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -6.3% | +1.7% | -8.0% | -6.9% |
| 30D | -10.8% | -4.2% | -6.6% | -9.7% |
| 3M | -8.8% | +8.9% | -17.6% | -11.3% |
| 6M | -16.8% | +10.9% | -27.7% | -19.8% |
| YTD | -10.0% | +21.5% | -31.5% | -15.9% |
| 1Y | -5.3% | +21.9% | -27.2% | -11.7% |
| 3Y | +8.5% | +109.2% | -100.7% | -17.1% |
| 5Y | -22.9% | +102.0% | -124.9% | -42.1% |
| 10Y | -12.6% | +171.9% | -184.6% | -44.5% |
| All | +895.4% | +8,294.1% | -7,398.7% | +106.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling