+31.5%
UL vs TSN
-14.6%
+46.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -1.7% | -0.3% | -1.4% | -1.6% |
| 30D | +4.5% | +11.8% | -7.3% | +1.9% |
| 3M | +5.5% | +7.1% | -1.6% | +3.7% |
| 6M | +17.0% | -9.2% | +26.2% | +19.2% |
| YTD | +3.2% | +4.8% | -1.6% | +1.6% |
| 1Y | -1.9% | +11.6% | -13.5% | -4.8% |
| 3Y | +33.6% | +41.5% | -8.0% | +22.6% |
| 5Y | +31.5% | -15.5% | +47.0% | +35.2% |
| All | +31.5% | -14.6% | +46.1% | +35.2% |
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