+3.7%
U vs TSN
-5.8%
+9.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -3.8% | -6.3% | +2.5% | -2.9% |
| 30D | +17.5% | -10.8% | +28.3% | +19.9% |
| 3M | +38.7% | -8.8% | +47.5% | +41.2% |
| 6M | +104.4% | -16.8% | +121.2% | +107.3% |
| YTD | -5.7% | -10.0% | +4.3% | -5.9% |
| 1Y | +3.7% | -5.3% | +8.9% | -4.2% |
| All | +3.7% | -5.8% | +9.5% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling