-22.7%
U vs TSN
+11.1%
-33.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.7% | +6.0% | +5.4% |
| 7D | +2.6% | -1.4% | +4.0% | +2.9% |
| 30D | +27.6% | +8.5% | +19.1% | +24.8% |
| 3M | +15.3% | +5.3% | +10.0% | +13.5% |
| 6M | +96.4% | -10.5% | +106.9% | +101.2% |
| YTD | +19.6% | +3.0% | +16.6% | +17.5% |
| 1Y | +42.1% | +12.1% | +30.0% | +36.2% |
| 3Y | +87.5% | +43.1% | +44.4% | +63.5% |
| 5Y | -73.1% | -15.1% | -58.1% | -73.1% |
| All | -22.7% | +11.1% | -33.8% | -13.0% |
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