+18.2%
TSN vs Z
-19.5%
+37.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.5% | +6.2% | +1.2% |
| 7D | +5.8% | -6.5% | +12.3% | +6.4% |
| 30D | +12.8% | -0.1% | +12.9% | +12.6% |
| 3M | +6.5% | -14.1% | +20.6% | +7.5% |
| 6M | -10.3% | -30.1% | +19.8% | -7.9% |
| YTD | +5.5% | -57.5% | +63.0% | +12.9% |
| 1Y | +15.8% | -60.3% | +76.1% | +24.5% |
| 3Y | +42.5% | -21.0% | +63.6% | +40.3% |
| 5Y | -14.3% | -54.9% | +40.6% | -13.3% |
| 10Y | +18.2% | -16.0% | +34.2% | -3.9% |
| All | +18.2% | -19.5% | +37.7% | -3.9% |
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