-6.0%
TSN vs S
-51.7%
+45.8%
-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% | -0.3% | -0.7% |
| 7D | -1.4% | +2.0% | -3.4% | -1.5% |
| 30D | +8.5% | -2.7% | +11.2% | +8.5% |
| 3M | +5.3% | -6.9% | +12.2% | +5.3% |
| 6M | -10.5% | +38.1% | -48.6% | -11.4% |
| YTD | +3.0% | +48.0% | -45.0% | +1.6% |
| 1Y | +12.1% | +34.5% | -22.3% | +10.9% |
| 3Y | +43.1% | +38.3% | +4.8% | +39.9% |
| 5Y | -15.1% | -70.9% | +55.8% | -19.4% |
| All | -6.0% | -51.7% | +45.8% | -7.9% |
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