+42.2%
TSN vs URA
+36.0%
+6.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -0.6% |
| 7D | +4.6% | -4.1% | +8.7% | +4.5% |
| 30D | +15.4% | -19.0% | +34.4% | +14.8% |
| 3M | +2.9% | -25.1% | +28.0% | +2.2% |
| 6M | -10.8% | -44.5% | +33.7% | -11.8% |
| YTD | +4.5% | -24.3% | +28.8% | +3.9% |
| 1Y | +19.5% | -28.1% | +47.6% | +18.6% |
| 3Y | +42.2% | +40.7% | +1.5% | +40.0% |
| All | +42.2% | +36.0% | +6.2% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling