+210.1%
W vs TSN
+14.5%
+195.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.7% |
| 7D | +0.2% | -1.4% | +1.6% | +0.8% |
| 30D | +6.8% | +8.5% | -1.7% | +3.2% |
| 3M | +10.7% | +5.3% | +5.4% | +7.9% |
| 6M | +86.3% | -10.5% | +96.8% | +94.5% |
| YTD | +11.5% | +3.0% | +8.5% | +8.7% |
| 1Y | +5.1% | +12.1% | -7.0% | -1.3% |
| 3Y | +171.0% | +43.1% | +127.9% | +126.1% |
| 5Y | -56.6% | -15.1% | -41.5% | -55.1% |
| All | +210.1% | +14.5% | +195.6% | +188.5% |
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 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