+69.1%
TSN vs Z
+25.1%
+44.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | -0.5% |
| 7D | -6.3% | -3.0% | -3.3% | -6.1% |
| 30D | -10.8% | -4.2% | -6.6% | -10.6% |
| 3M | -8.8% | -3.7% | -5.1% | -8.7% |
| 6M | -16.8% | -24.5% | +7.7% | -15.3% |
| YTD | -10.0% | -49.3% | +39.3% | -5.4% |
| 1Y | -5.3% | -58.7% | +53.4% | +1.2% |
| 3Y | +8.5% | -34.1% | +42.7% | +9.2% |
| 5Y | -22.9% | -64.5% | +41.6% | -20.3% |
| 10Y | -12.6% | -0.5% | -12.1% | -26.3% |
| All | +69.1% | +25.1% | +44.0% | +48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling