+386.4%
V vs TSN
-8.5%
+394.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.1% |
| 7D | -1.1% | -5.0% | +4.0% | +0.1% |
| 30D | +1.9% | -9.1% | +11.0% | +4.2% |
| 3M | +15.5% | -7.4% | +22.9% | +17.5% |
| 6M | +16.6% | -13.4% | +30.0% | +20.2% |
| YTD | +5.7% | -8.5% | +14.2% | +7.3% |
| 1Y | +8.6% | -3.2% | +11.7% | +8.3% |
| 3Y | +52.5% | +11.5% | +41.0% | +44.7% |
| 5Y | +67.1% | -19.5% | +86.6% | +72.1% |
| All | +386.4% | -8.5% | +394.9% | +357.7% |
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