-14.0%
TSN vs URA
+33.4%
-47.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -0.9% |
| 7D | +4.6% | -4.1% | +8.7% | +4.8% |
| 30D | +15.4% | -19.0% | +34.4% | +16.3% |
| 3M | +2.9% | -25.1% | +28.0% | +3.9% |
| 6M | -10.8% | -44.5% | +33.7% | -8.7% |
| YTD | +4.5% | -24.3% | +28.8% | +4.6% |
| 1Y | +19.5% | -28.1% | +47.6% | +19.9% |
| 3Y | +42.2% | +40.7% | +1.5% | +31.3% |
| All | -14.0% | +33.4% | -47.4% | -22.0% |
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 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