-22.0%
TSN vs URA
+128.0%
-150.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -0.7% |
| 7D | -6.3% | +1.1% | -7.4% | -6.4% |
| 30D | -10.8% | +7.4% | -18.2% | -11.1% |
| 3M | -8.8% | -8.4% | -0.4% | -8.5% |
| 6M | -16.8% | -12.7% | -4.1% | -16.6% |
| YTD | -10.0% | +7.8% | -17.8% | -11.1% |
| 1Y | -5.3% | +19.5% | -24.7% | -7.5% |
| 3Y | +8.5% | +116.4% | -107.9% | -1.6% |
| All | -22.0% | +128.0% | -150.0% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling