-19.5%
TSN vs S
-72.3%
+52.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +3.9% | +1.7% |
| 7D | -5.0% | -5.8% | +0.8% | -4.9% |
| 30D | -9.1% | -9.2% | +0.1% | -8.9% |
| 3M | -7.4% | +23.4% | -30.8% | -8.1% |
| 6M | -13.4% | +36.9% | -50.3% | -14.4% |
| YTD | -8.5% | +29.5% | -38.0% | -9.4% |
| 1Y | -3.2% | +5.4% | -8.6% | -3.7% |
| 3Y | +11.5% | +14.7% | -3.2% | +9.3% |
| 5Y | -19.5% | -71.5% | +52.0% | -23.1% |
| All | -19.5% | -72.3% | +52.8% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling