+142.0%
W vs TSN
+42.3%
+99.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | -3.6% | +4.6% | -8.2% | -5.2% |
| 30D | +7.0% | +15.4% | -8.5% | +1.0% |
| 3M | +7.4% | +2.9% | +4.5% | +6.0% |
| 6M | +69.3% | -10.8% | +80.1% | +77.6% |
| YTD | +11.3% | +4.5% | +6.8% | +7.7% |
| 1Y | +13.2% | +19.5% | -6.3% | +2.5% |
| 3Y | +142.0% | +42.2% | +99.8% | +78.4% |
| All | +142.0% | +42.3% | +99.7% | +78.4% |
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 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