+20.6%
UL vs TSN
-20.2%
+40.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.6% | -1.4% |
| 7D | -3.2% | -7.3% | +4.1% | -1.6% |
| 30D | -0.6% | -8.6% | +8.0% | +1.3% |
| 3M | +9.4% | -7.5% | +17.0% | +11.3% |
| 6M | -4.1% | -14.1% | +10.0% | -1.2% |
| YTD | -2.0% | -9.4% | +7.5% | -0.2% |
| 1Y | -9.0% | -4.1% | -4.9% | -8.6% |
| 3Y | +21.8% | +10.3% | +11.5% | +18.0% |
| 5Y | +20.6% | -19.7% | +40.3% | +24.9% |
| All | +20.6% | -20.2% | +40.8% | +24.9% |
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