-80.6%
TTD vs TSN
-20.8%
-59.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.5% | -3.0% |
| 7D | +1.7% | -5.0% | +6.8% | +2.3% |
| 30D | +1.6% | -9.1% | +10.7% | +2.7% |
| 3M | -27.8% | -7.4% | -20.4% | -27.2% |
| 6M | -52.1% | -13.4% | -38.7% | -51.4% |
| YTD | -63.1% | -8.5% | -54.6% | -62.9% |
| 1Y | -73.1% | -3.2% | -69.9% | -73.3% |
| 3Y | -83.3% | +11.5% | -94.8% | -84.5% |
| 5Y | -80.6% | -19.5% | -61.1% | -75.8% |
| All | -80.6% | -20.8% | -59.8% | -75.8% |
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