+734.7%
TT vs TSN
+12.5%
+722.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | +0.8% | +5.8% | -5.0% | -0.5% |
| 30D | -11.8% | +12.8% | -24.6% | -14.2% |
| 3M | -11.6% | +6.5% | -18.0% | -13.0% |
| 6M | -9.3% | -10.3% | +0.9% | -7.5% |
| YTD | +8.9% | +5.5% | +3.4% | +6.6% |
| 1Y | -2.2% | +15.8% | -18.0% | -6.6% |
| 3Y | +91.9% | +42.5% | +49.3% | +70.2% |
| 5Y | +136.0% | -14.3% | +150.3% | +138.4% |
| 10Y | +734.7% | +18.2% | +716.5% | +653.8% |
| All | +734.7% | +12.5% | +722.2% | +653.8% |
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