+163.6%
W vs TSN
+70.4%
+93.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.8% |
| 7D | -4.2% | -6.3% | +2.1% | -2.0% |
| 30D | -7.6% | -10.8% | +3.2% | -3.7% |
| 3M | +37.2% | -8.8% | +45.9% | +41.5% |
| 6M | +26.3% | -16.8% | +43.1% | +34.4% |
| YTD | -1.0% | -10.0% | +9.0% | +2.0% |
| 1Y | +20.1% | -5.3% | +25.3% | +21.1% |
| 3Y | +37.8% | +8.5% | +29.3% | +30.7% |
| 5Y | -63.7% | -22.9% | -40.7% | -61.0% |
| 10Y | +156.3% | -12.6% | +169.0% | +152.5% |
| All | +163.6% | +70.4% | +93.2% | +120.8% |
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