+379.4%
TTD vs TSN
-10.3%
+389.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.2% |
| 7D | +6.3% | -6.3% | +12.7% | +8.2% |
| 30D | -23.9% | -10.8% | -13.1% | -21.5% |
| 3M | -31.4% | -8.8% | -22.6% | -29.7% |
| 6M | -42.7% | -16.8% | -25.9% | -40.0% |
| YTD | -62.0% | -10.0% | -52.0% | -61.3% |
| 1Y | -72.2% | -5.3% | -67.0% | -72.3% |
| 3Y | -81.9% | +8.5% | -90.5% | -83.4% |
| 5Y | -81.5% | -22.9% | -58.6% | -80.9% |
| All | +379.4% | -10.3% | +389.7% | +310.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling