-4.2%
TSN vs SARO
-22.5%
+18.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.7% | +0.9% |
| 7D | +3.0% | -3.1% | +6.1% | +3.2% |
| 30D | -4.2% | -12.2% | +8.0% | -3.3% |
| 3M | -3.9% | -7.4% | +3.5% | -3.4% |
| 6M | -9.8% | -15.3% | +5.4% | -9.0% |
| YTD | -7.3% | -16.2% | +8.9% | -6.2% |
| 1Y | -2.2% | -12.1% | +9.9% | -1.6% |
| All | -4.2% | -22.5% | +18.3% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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