+430.9%
TTD vs TSN
+4.4%
+426.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.3% | +3.8% |
| 7D | +20.8% | -0.3% | +21.1% | +20.9% |
| 30D | +33.8% | +11.8% | +22.1% | +29.6% |
| 3M | +17.8% | +7.1% | +10.8% | +15.2% |
| 6M | -25.7% | -9.2% | -16.6% | -23.9% |
| YTD | -57.9% | +4.8% | -62.7% | -59.0% |
| 1Y | -63.8% | +11.6% | -75.5% | -65.6% |
| 3Y | -75.0% | +41.5% | -116.6% | -78.9% |
| 5Y | -82.5% | -15.5% | -67.0% | -82.2% |
| 10Y | +527.9% | +16.9% | +511.0% | +411.7% |
| All | +430.9% | +4.4% | +426.5% | +334.8% |
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 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