+893.7%
TT vs TSN
-9.5%
+903.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.8% |
| 7D | +1.6% | -5.0% | +6.6% | +2.6% |
| 30D | -7.3% | -9.1% | +1.8% | -5.5% |
| 3M | -2.6% | -7.4% | +4.8% | -1.3% |
| 6M | +5.9% | -13.4% | +19.3% | +8.6% |
| YTD | +15.4% | -8.5% | +23.9% | +16.7% |
| 1Y | +8.2% | -3.2% | +11.4% | +7.7% |
| 3Y | +122.7% | +11.5% | +111.2% | +109.8% |
| 5Y | +145.0% | -19.5% | +164.5% | +149.7% |
| 10Y | +893.7% | -9.1% | +902.8% | +865.8% |
| All | +893.7% | -9.5% | +903.2% | +865.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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