-18.7%
TSN vs TDY
+39.0%
-57.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.8% |
| 7D | +3.0% | -1.1% | +4.2% | +3.2% |
| 30D | -4.2% | -12.0% | +7.9% | -2.1% |
| 3M | -3.9% | -3.2% | -0.7% | -3.5% |
| 6M | -9.8% | -7.9% | -2.0% | -8.8% |
| YTD | -7.3% | +18.2% | -25.5% | -11.5% |
| 1Y | -2.2% | +6.7% | -8.9% | -4.5% |
| 3Y | +11.9% | +47.5% | -35.7% | -0.5% |
| All | -18.7% | +39.0% | -57.7% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling