+78.4%
V vs TSN
+42.6%
+35.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -0.8% | +4.9% | -5.7% | -1.6% |
| 30D | +9.5% | +12.1% | -2.5% | +7.4% |
| 3M | +16.7% | +4.1% | +12.6% | +15.7% |
| 6M | +32.9% | -10.9% | +43.8% | +34.9% |
| YTD | +21.1% | +4.8% | +16.3% | +19.1% |
| 1Y | +26.6% | +17.6% | +9.0% | +21.7% |
| 3Y | +78.4% | +43.2% | +35.1% | +74.1% |
| All | +78.4% | +42.6% | +35.8% | +74.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling