-2.2%
TSN vs TRU
-13.7%
+11.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.9% |
| 7D | +3.0% | -2.7% | +5.8% | +3.3% |
| 30D | -4.2% | -2.0% | -2.1% | -4.2% |
| 3M | -3.9% | +18.4% | -22.3% | -5.7% |
| 6M | -9.8% | +8.9% | -18.7% | -10.9% |
| YTD | -7.3% | -8.9% | +1.7% | -7.1% |
| 1Y | -2.2% | -15.9% | +13.7% | -3.0% |
| All | -2.2% | -13.7% | +11.4% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling