-3.6%
TSN vs S
-49.1%
+45.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | +5.8% | +1.4% | +4.5% | +5.8% |
| 30D | +12.8% | -10.8% | +23.7% | +13.1% |
| 3M | +6.5% | +5.4% | +1.1% | +6.2% |
| 6M | -10.3% | +41.2% | -51.5% | -11.2% |
| YTD | +5.5% | +56.2% | -50.7% | +4.1% |
| 1Y | +15.8% | +36.3% | -20.5% | +14.5% |
| 3Y | +42.5% | +49.4% | -6.9% | +39.1% |
| 5Y | -14.3% | -66.9% | +52.5% | -18.5% |
| All | -3.6% | -49.1% | +45.5% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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