+21.4%
U vs TSN
+15.1%
+6.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.2% |
| 7D | +24.4% | +5.8% | +18.5% | +23.1% |
| 30D | +7.4% | +12.8% | -5.5% | +5.0% |
| 3M | +16.8% | +6.5% | +10.3% | +15.6% |
| 6M | +78.8% | -10.3% | +89.0% | +81.9% |
| YTD | +14.0% | +5.5% | +8.4% | +9.0% |
| All | +21.4% | +15.1% | +6.4% | +12.5% |
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 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