+9.7%
TT vs TSN
-2.8%
+12.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.4% |
| 7D | +1.6% | -5.0% | +6.6% | +1.4% |
| 30D | -7.3% | -9.1% | +1.8% | -7.6% |
| 3M | -2.6% | -7.4% | +4.8% | -3.0% |
| 6M | +5.9% | -13.4% | +19.3% | +5.8% |
| YTD | +15.4% | -8.5% | +23.9% | +15.4% |
| All | +9.7% | -2.8% | +12.5% | +10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling