+21.2%
UL vs TSN
+10.3%
+10.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.6% | -1.4% |
| 7D | -3.2% | -7.3% | +4.1% | -1.5% |
| 30D | -0.6% | -8.6% | +8.0% | +1.5% |
| 3M | +9.4% | -7.5% | +17.0% | +11.4% |
| 6M | -4.1% | -14.1% | +10.0% | -1.0% |
| YTD | -2.0% | -9.4% | +7.5% | -0.1% |
| 1Y | -9.0% | -4.1% | -4.9% | -8.5% |
| All | +21.2% | +10.3% | +10.9% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling