-70.0%
U vs TSN
-13.6%
-56.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +32.3% | +4.9% | +27.4% | +30.1% |
| 30D | +9.7% | +12.1% | -2.3% | +5.3% |
| 3M | +19.6% | +4.1% | +15.5% | +17.5% |
| 6M | +82.6% | -10.9% | +93.5% | +89.4% |
| YTD | +16.4% | +4.8% | +11.6% | +12.8% |
| 1Y | +28.5% | +17.6% | +10.8% | +18.6% |
| 3Y | +103.8% | +43.2% | +60.5% | +63.4% |
| 5Y | -70.0% | -13.9% | -56.2% | -67.8% |
| All | -70.0% | -13.6% | -56.5% | -67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling