+20,427.4%
TXN vs TSN
+907.0%
+19,520.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.2% |
| 7D | +2.2% | -5.0% | +7.3% | +3.3% |
| 30D | -9.5% | -9.1% | -0.4% | -7.7% |
| 3M | -10.5% | -7.4% | -3.1% | -9.4% |
| 6M | +35.4% | -13.4% | +48.7% | +38.6% |
| YTD | +51.8% | -8.5% | +60.2% | +53.2% |
| 1Y | +42.9% | -3.2% | +46.1% | +42.3% |
| 3Y | +71.3% | +11.5% | +59.9% | +64.1% |
| 5Y | +58.0% | -19.5% | +77.5% | +61.1% |
| 10Y | +393.3% | -9.1% | +402.4% | +372.3% |
| All | +20,427.4% | +907.0% | +19,520.4% | +9,251.3% |
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 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