+109.8%
AAPL vs TSN
-20.2%
+130.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | 0.0% |
| 7D | -3.0% | -7.3% | +4.3% | -1.4% |
| 30D | +2.3% | -8.6% | +10.9% | +4.3% |
| 3M | +8.6% | -7.5% | +16.1% | +10.4% |
| 6M | +21.6% | -14.1% | +35.7% | +25.2% |
| YTD | +16.3% | -9.4% | +25.7% | +18.0% |
| 1Y | +35.1% | -4.1% | +39.1% | +34.7% |
| 3Y | +79.4% | +10.3% | +69.0% | +70.1% |
| 5Y | +109.8% | -19.7% | +129.6% | +131.4% |
| All | +109.8% | -20.2% | +130.0% | +131.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling