-68.0%
U vs TSN
-20.8%
-47.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.0% |
| 7D | +4.5% | -5.0% | +9.5% | +6.1% |
| 30D | -0.6% | -9.1% | +8.5% | +2.5% |
| 3M | +48.4% | -7.4% | +55.8% | +52.2% |
| 6M | +115.4% | -13.4% | +128.7% | +124.0% |
| YTD | -3.2% | -8.5% | +5.3% | -1.5% |
| 1Y | -6.0% | -3.2% | -2.9% | -6.7% |
| 3Y | +13.5% | +11.5% | +2.0% | +1.9% |
| 5Y | -68.0% | -19.5% | -48.5% | -62.2% |
| All | -68.0% | -20.8% | -47.2% | -62.2% |
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