-4.6%
TSN vs S
-52.7%
+48.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.7% |
| 7D | +4.6% | -13.4% | +18.1% | +4.9% |
| 30D | +15.4% | -14.0% | +29.4% | +15.7% |
| 3M | +2.9% | +4.9% | -2.0% | +2.6% |
| 6M | -10.8% | +42.0% | -52.8% | -11.8% |
| YTD | +4.5% | +45.1% | -40.7% | +3.2% |
| 1Y | +19.5% | +33.1% | -13.6% | +18.2% |
| 3Y | +42.2% | +40.6% | +1.6% | +39.0% |
| 5Y | -14.2% | -67.5% | +53.3% | -18.0% |
| All | -4.6% | -52.7% | +48.1% | -6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling