-17.8%
TSN vs S
-56.8%
+39.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -6.3% | -7.7% | +1.4% | -6.2% |
| 30D | -10.8% | -5.3% | -5.5% | -10.8% |
| 3M | -8.8% | +20.3% | -29.0% | -9.3% |
| 6M | -16.8% | +47.4% | -64.2% | -17.8% |
| YTD | -10.0% | +32.5% | -42.5% | -10.8% |
| 1Y | -5.3% | +9.5% | -14.8% | -5.8% |
| 3Y | +8.5% | +15.5% | -7.0% | +6.7% |
| 5Y | -22.9% | -71.2% | +48.3% | -26.2% |
| All | -17.8% | -56.8% | +39.0% | -19.2% |
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