+369.1%
TSN vs URA
-31.1%
+400.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -0.8% |
| 7D | -6.3% | +1.1% | -7.4% | -6.5% |
| 30D | -10.8% | +7.4% | -18.2% | -11.8% |
| 3M | -8.8% | -8.4% | -0.4% | -8.2% |
| 6M | -16.8% | -12.7% | -4.1% | -16.2% |
| YTD | -10.0% | +7.8% | -17.8% | -12.5% |
| 1Y | -5.3% | +19.5% | -24.7% | -10.1% |
| 3Y | +8.5% | +116.4% | -107.9% | -9.2% |
| 5Y | -22.9% | +134.3% | -157.2% | -38.7% |
| 10Y | -12.6% | +359.3% | -371.9% | -43.4% |
| All | +369.1% | -31.1% | +400.2% | +321.0% |
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 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