-37.8%
U vs TSN
-2.3%
-35.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | +4.4% | -7.3% | +11.7% | +6.3% |
| 30D | -1.3% | -8.6% | +7.3% | +0.9% |
| 3M | +49.6% | -7.5% | +57.1% | +52.6% |
| 6M | +100.2% | -14.1% | +114.3% | +106.8% |
| YTD | -3.7% | -9.4% | +5.7% | -2.0% |
| 1Y | -6.5% | -4.1% | -2.4% | -6.6% |
| 3Y | +12.9% | +10.3% | +2.6% | +5.8% |
| 5Y | -68.3% | -19.7% | -48.6% | -66.5% |
| All | -37.8% | -2.3% | -35.5% | -27.5% |
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