-6.8%
TSN vs TDY
+479.2%
-486.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.6% |
| 7D | +3.0% | -1.1% | +4.2% | +3.4% |
| 30D | -4.2% | -12.0% | +7.9% | -0.3% |
| 3M | -3.9% | -3.2% | -0.7% | -3.2% |
| 6M | -9.8% | -7.9% | -2.0% | -8.2% |
| YTD | -7.3% | +18.2% | -25.5% | -13.7% |
| 1Y | -2.2% | +6.7% | -8.9% | -5.9% |
| 3Y | +11.9% | +47.5% | -35.7% | -5.9% |
| 5Y | -16.9% | +39.5% | -56.4% | -30.1% |
| All | -6.8% | +479.2% | -486.0% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling