+1,150.0%
URI vs TSN
-11.8%
+1,161.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.9% |
| 7D | -2.0% | -6.3% | +4.3% | +0.5% |
| 30D | -12.9% | -10.8% | -2.1% | -8.8% |
| 3M | -6.7% | -8.8% | +2.0% | -3.8% |
| 6M | +19.0% | -16.8% | +35.8% | +26.9% |
| YTD | +25.5% | -10.0% | +35.5% | +28.7% |
| 1Y | +5.5% | -5.3% | +10.8% | +5.3% |
| 3Y | +111.3% | +8.5% | +102.8% | +92.4% |
| 5Y | +198.6% | -22.9% | +221.5% | +216.7% |
| All | +1,150.0% | -11.8% | +1,161.8% | +1,079.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling