+446.2%
TSN vs URA
-48.6%
+494.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.2% | -5.9% | -0.4% |
| 7D | +4.9% | +4.3% | +0.6% | +4.3% |
| 30D | +12.1% | -11.7% | +23.8% | +13.6% |
| 3M | +4.1% | -23.5% | +27.7% | +7.2% |
| 6M | -10.9% | -37.8% | +26.9% | -6.1% |
| YTD | +4.8% | -19.6% | +24.4% | +5.5% |
| 1Y | +17.6% | -24.8% | +42.4% | +19.2% |
| 3Y | +43.2% | +47.0% | -3.7% | +26.4% |
| 5Y | -13.9% | +35.4% | -49.2% | -24.9% |
| 10Y | +11.8% | +302.3% | -290.5% | -27.3% |
| All | +446.2% | -48.6% | +494.8% | +407.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling