-72.2%
TTD vs TSN
-5.8%
-66.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.4% |
| 7D | +6.3% | -6.3% | +12.7% | +5.7% |
| 30D | -23.9% | -10.8% | -13.1% | -24.6% |
| 3M | -31.4% | -8.8% | -22.6% | -31.7% |
| 6M | -42.7% | -16.8% | -25.9% | -43.8% |
| YTD | -62.0% | -10.0% | -52.0% | -62.2% |
| 1Y | -72.2% | -5.3% | -67.0% | -72.4% |
| All | -72.2% | -5.8% | -66.4% | -72.4% |
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