-7.2%
TYL vs TSN
+8.7%
-15.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.4% | -3.9% |
| 7D | -3.7% | -6.3% | +2.6% | -2.7% |
| 30D | +18.7% | -10.8% | +29.5% | +20.9% |
| 3M | +18.1% | -8.8% | +26.9% | +20.0% |
| 6M | -1.1% | -16.8% | +15.7% | +1.2% |
| YTD | -19.8% | -10.0% | -9.8% | -19.0% |
| 1Y | -34.3% | -5.3% | -29.1% | -34.3% |
| All | -7.2% | +8.7% | -15.9% | -13.9% |
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