+419.8%
TXN vs TSN
-4.9%
+424.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.8% | +3.6% |
| 7D | +4.0% | +3.0% | +0.9% | +3.2% |
| 30D | -2.9% | -4.2% | +1.3% | -2.0% |
| 3M | -9.1% | -3.9% | -5.2% | -8.7% |
| 6M | +36.6% | -9.8% | +46.5% | +38.9% |
| YTD | +57.5% | -7.3% | +64.7% | +58.5% |
| 1Y | +49.5% | -2.2% | +51.7% | +48.1% |
| 3Y | +76.5% | +11.9% | +64.7% | +66.8% |
| 5Y | +62.4% | -16.9% | +79.3% | +64.9% |
| All | +419.8% | -4.9% | +424.7% | +382.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling