+18.2%
TSN vs URA
+289.1%
-270.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +0.8% |
| 7D | +5.8% | +0.3% | +5.5% | +5.8% |
| 30D | +12.8% | -14.8% | +27.6% | +14.5% |
| 3M | +6.5% | -25.3% | +31.8% | +9.2% |
| 6M | -10.3% | -39.9% | +29.7% | -6.1% |
| YTD | +5.5% | -22.4% | +27.9% | +6.3% |
| 1Y | +15.8% | -29.0% | +44.8% | +17.6% |
| 3Y | +42.5% | +41.0% | +1.6% | +27.6% |
| 5Y | -14.3% | +38.3% | -52.7% | -25.0% |
| 10Y | +18.2% | +276.1% | -257.8% | -25.7% |
| All | +18.2% | +289.1% | -270.8% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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