-26.3%
U vs TSN
+13.8%
-40.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.3% |
| 7D | +24.4% | +5.8% | +18.5% | +22.6% |
| 30D | +7.4% | +12.8% | -5.5% | +4.0% |
| 3M | +16.8% | +6.5% | +10.3% | +14.6% |
| 6M | +78.8% | -10.3% | +89.0% | +83.2% |
| YTD | +14.0% | +5.5% | +8.4% | +11.3% |
| 1Y | +16.7% | +15.8% | +0.9% | +10.9% |
| 3Y | +86.4% | +42.5% | +43.8% | +62.8% |
| 5Y | -71.5% | -14.3% | -57.1% | -71.7% |
| All | -26.3% | +13.8% | -40.2% | -17.6% |
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