+2,732.3%
UL vs TSN
+1,041.5%
+1,690.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | -2.5% | -1.4% | -1.1% | -2.2% |
| 30D | +5.7% | +10.2% | -4.5% | +3.9% |
| 3M | +7.0% | +7.2% | -0.2% | +5.6% |
| 6M | +16.1% | -10.6% | +26.7% | +18.2% |
| YTD | +3.6% | +3.7% | -0.2% | +2.6% |
| 1Y | -1.4% | +13.5% | -14.8% | -3.9% |
| 3Y | +34.1% | +40.1% | -6.0% | +25.3% |
| 5Y | +32.0% | -14.5% | +46.4% | +33.0% |
| 10Y | +104.7% | +15.7% | +89.0% | +90.2% |
| All | +2,732.3% | +1,041.5% | +1,690.9% | +1,476.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling