+11.6%
TSN vs Z
-16.5%
+28.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.1% |
| 7D | -1.4% | +0.8% | -2.3% | -1.6% |
| 30D | +8.5% | +5.2% | +3.3% | +7.8% |
| 3M | +5.3% | -17.0% | +22.3% | +6.6% |
| 6M | -10.5% | -22.7% | +12.2% | -9.0% |
| YTD | +3.0% | -56.3% | +59.3% | +9.8% |
| 1Y | +12.1% | -57.7% | +69.8% | +19.9% |
| 3Y | +43.1% | -16.5% | +59.7% | +40.1% |
| 5Y | -15.1% | -53.4% | +38.3% | -14.3% |
| All | +11.6% | -16.5% | +28.0% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling