-9.1%
TSN vs URA
+371.9%
-381.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.5% | +1.4% |
| 7D | -5.0% | +8.1% | -13.2% | -5.8% |
| 30D | -9.1% | +5.8% | -14.9% | -9.7% |
| 3M | -7.4% | +3.4% | -10.8% | -8.0% |
| 6M | -13.4% | -2.6% | -10.8% | -13.9% |
| YTD | -8.5% | +11.2% | -19.7% | -10.8% |
| 1Y | -3.2% | +19.8% | -23.0% | -7.3% |
| 3Y | +11.5% | +121.5% | -110.0% | -5.0% |
| 5Y | -19.5% | +134.5% | -154.0% | -34.4% |
| 10Y | -9.1% | +376.7% | -385.8% | -35.2% |
| All | -9.1% | +371.9% | -381.0% | -35.2% |
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