+454.5%
V vs TSN
+12.5%
+442.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | +0.6% | +5.8% | -5.2% | -0.9% |
| 30D | +9.7% | +12.8% | -3.1% | +6.4% |
| 3M | +17.3% | +6.5% | +10.8% | +15.2% |
| 6M | +33.2% | -10.3% | +43.5% | +36.5% |
| YTD | +21.3% | +5.5% | +15.8% | +18.6% |
| 1Y | +27.3% | +15.8% | +11.5% | +21.3% |
| 3Y | +76.1% | +42.5% | +33.6% | +56.5% |
| 5Y | +103.5% | -14.3% | +117.8% | +106.7% |
| 10Y | +454.5% | +18.2% | +436.3% | +401.0% |
| All | +454.5% | +12.5% | +442.0% | +401.0% |
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