+127.9%
TT vs TSN
-14.6%
+142.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.5% |
| 7D | -2.0% | +4.6% | -6.6% | -2.5% |
| 30D | -14.0% | +15.4% | -29.5% | -15.5% |
| 3M | -15.9% | +2.9% | -18.8% | -16.2% |
| 6M | -17.3% | -10.8% | -6.5% | -16.0% |
| YTD | +4.0% | +4.5% | -0.5% | +2.9% |
| 1Y | -7.1% | +19.5% | -26.6% | -10.2% |
| 3Y | +90.2% | +42.2% | +48.0% | +72.8% |
| All | +127.9% | -14.6% | +142.4% | +140.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling