+364.1%
TTD vs TSN
-8.5%
+372.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.7% | +0.2% |
| 7D | -7.4% | +1.4% | -8.8% | -7.8% |
| 30D | +3.0% | -6.2% | +9.2% | +4.7% |
| 3M | -27.6% | -5.7% | -21.9% | -26.5% |
| 6M | -49.5% | -11.4% | -38.1% | -48.1% |
| YTD | -63.2% | -8.2% | -55.0% | -62.8% |
| 1Y | -69.7% | -2.0% | -67.7% | -70.1% |
| 3Y | -83.3% | +11.9% | -95.2% | -84.8% |
| 5Y | -80.8% | -17.8% | -63.0% | -80.6% |
| All | +364.1% | -8.5% | +372.6% | +295.1% |
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