-6.0%
TSN vs TW
+206.7%
-212.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.2% |
| 7D | +3.0% | -4.5% | +7.5% | +3.8% |
| 30D | -4.2% | -2.3% | -1.9% | -3.9% |
| 3M | -3.9% | +2.6% | -6.5% | -4.6% |
| 6M | -9.8% | -17.5% | +7.7% | -7.3% |
| YTD | -7.3% | -5.3% | -2.0% | -7.2% |
| 1Y | -2.2% | -14.8% | +12.6% | -0.3% |
| 3Y | +11.9% | +18.8% | -7.0% | +4.9% |
| 5Y | -16.9% | +20.7% | -37.7% | -23.9% |
| All | -6.0% | +206.7% | -212.7% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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