-75.6%
TTD vs TSN
+43.0%
-118.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.3% |
| 7D | +20.8% | -1.4% | +22.2% | +20.6% |
| 30D | +27.1% | +10.2% | +16.9% | +28.1% |
| 3M | +14.7% | +7.2% | +7.5% | +15.4% |
| 6M | -26.8% | -10.6% | -16.2% | -28.3% |
| YTD | -59.2% | +3.7% | -63.0% | -59.0% |
| 1Y | -64.7% | +13.5% | -78.1% | -64.2% |
| All | -75.6% | +43.0% | -118.6% | -76.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling