+162.2%
W vs TSN
-9.4%
+171.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.6% |
| 7D | +5.9% | -7.3% | +13.2% | +9.0% |
| 30D | -3.0% | -8.6% | +5.6% | +0.3% |
| 3M | +40.3% | -7.5% | +47.9% | +44.6% |
| 6M | +32.2% | -14.1% | +46.4% | +39.6% |
| YTD | -0.3% | -9.4% | +9.1% | +2.6% |
| 1Y | +16.2% | -4.1% | +20.2% | +16.6% |
| 3Y | +40.7% | +10.3% | +30.4% | +31.5% |
| 5Y | -62.3% | -19.7% | -42.6% | -59.9% |
| 10Y | +162.2% | -7.0% | +169.2% | +156.4% |
| All | +162.2% | -9.4% | +171.7% | +156.4% |
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