+1.9%
TYL vs TSN
+42.3%
-40.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | +6.7% | +4.6% | +2.0% | +5.8% |
| 30D | +26.5% | +15.4% | +11.1% | +23.6% |
| 3M | +37.3% | +2.9% | +34.4% | +36.5% |
| 6M | +31.2% | -10.8% | +41.9% | +32.4% |
| YTD | -7.4% | +4.5% | -11.8% | -8.7% |
| 1Y | -9.6% | +19.5% | -29.1% | -13.1% |
| 3Y | +1.9% | +42.2% | -40.3% | -1.7% |
| All | +1.9% | +42.3% | -40.4% | -1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling