+196.2%
W vs TSN
+97.8%
+98.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | -3.6% | +4.6% | -8.2% | -5.1% |
| 30D | +7.0% | +15.4% | -8.5% | +1.3% |
| 3M | +7.4% | +2.9% | +4.5% | +5.9% |
| 6M | +69.3% | -10.8% | +80.1% | +76.2% |
| YTD | +11.3% | +4.5% | +6.8% | +8.3% |
| 1Y | +13.2% | +19.5% | -6.3% | +4.6% |
| 3Y | +142.0% | +42.2% | +99.8% | +107.3% |
| 5Y | -54.6% | -14.2% | -40.4% | -53.4% |
| 10Y | +243.7% | +15.4% | +228.3% | +213.0% |
| All | +196.2% | +97.8% | +98.4% | +134.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling