-19.5%
TSN vs Z
-67.0%
+47.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.4% | +8.1% | +2.0% |
| 7D | -5.0% | -3.3% | -1.8% | -4.9% |
| 30D | -9.1% | -3.7% | -5.4% | -9.0% |
| 3M | -7.4% | -7.0% | -0.4% | -7.2% |
| 6M | -13.4% | -29.5% | +16.1% | -12.0% |
| YTD | -8.5% | -52.6% | +44.1% | -4.8% |
| 1Y | -3.2% | -64.0% | +60.8% | +2.4% |
| 3Y | +11.5% | -36.4% | +47.9% | +12.1% |
| 5Y | -19.5% | -65.8% | +46.2% | -21.9% |
| All | -19.5% | -67.0% | +47.5% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling