+444.5%
TSN vs URA
-51.6%
+496.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -1.3% |
| 7D | +4.6% | -4.1% | +8.7% | +5.1% |
| 30D | +15.4% | -19.0% | +34.4% | +18.3% |
| 3M | +2.9% | -25.1% | +28.0% | +6.2% |
| 6M | -10.8% | -44.5% | +33.7% | -4.6% |
| YTD | +4.5% | -24.3% | +28.8% | +5.9% |
| 1Y | +19.5% | -28.1% | +47.6% | +21.8% |
| 3Y | +42.2% | +40.7% | +1.5% | +26.1% |
| 5Y | -14.2% | +35.5% | -49.7% | -25.5% |
| 10Y | +15.4% | +281.2% | -265.8% | -24.5% |
| All | +444.5% | -51.6% | +496.1% | +409.6% |
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