+16.2%
W vs TSN
-3.8%
+20.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | +5.9% | -7.3% | +13.2% | +8.1% |
| 30D | -3.0% | -8.6% | +5.6% | -0.6% |
| 3M | +40.3% | -7.5% | +47.9% | +43.8% |
| 6M | +32.2% | -14.1% | +46.4% | +37.3% |
| YTD | -0.3% | -9.4% | +9.1% | +0.9% |
| 1Y | +16.2% | -4.1% | +20.2% | +12.1% |
| All | +16.2% | -3.8% | +20.0% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling