+428.6%
TSN vs SNY
+241.9%
+186.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +3.0% | -3.3% | +6.4% | +4.1% |
| 30D | -4.2% | -2.2% | -2.0% | -3.6% |
| 3M | -3.9% | -3.0% | -0.9% | -3.1% |
| 6M | -9.8% | +2.7% | -12.6% | -10.9% |
| YTD | -7.3% | -6.8% | -0.4% | -5.6% |
| 1Y | -2.2% | -5.3% | +3.1% | -1.2% |
| 3Y | +11.9% | -9.8% | +21.7% | +12.0% |
| 5Y | -16.9% | +9.7% | -26.6% | -23.4% |
| 10Y | -4.8% | +64.5% | -69.3% | -26.0% |
| All | +428.6% | +241.9% | +186.7% | +176.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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