+414.0%
TTD vs TSN
+3.4%
+410.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.9% |
| 7D | +20.8% | -1.4% | +22.2% | +21.3% |
| 30D | +27.1% | +10.2% | +16.9% | +23.6% |
| 3M | +14.7% | +7.2% | +7.5% | +12.1% |
| 6M | -26.8% | -10.6% | -16.2% | -24.7% |
| YTD | -59.2% | +3.7% | -63.0% | -60.2% |
| 1Y | -64.7% | +13.5% | -78.1% | -66.6% |
| 3Y | -75.8% | +40.1% | -115.9% | -79.5% |
| 5Y | -84.6% | -14.5% | -70.1% | -84.4% |
| 10Y | +507.9% | +15.7% | +492.2% | +396.9% |
| All | +414.0% | +3.4% | +410.6% | +322.2% |
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