+201.2%
ABT vs TSN
-5.9%
+207.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.0% |
| 7D | -5.0% | +1.4% | -6.3% | -5.2% |
| 30D | -5.8% | -6.2% | +0.4% | -4.9% |
| 3M | +16.7% | -5.7% | +22.4% | +17.8% |
| 6M | -5.2% | -11.4% | +6.1% | -3.7% |
| YTD | -16.0% | -8.2% | -7.8% | -15.2% |
| 1Y | -18.3% | -2.0% | -16.2% | -18.5% |
| 3Y | +9.2% | +11.9% | -2.6% | +6.1% |
| 5Y | -11.6% | -17.8% | +6.2% | -10.2% |
| All | +201.2% | -5.9% | +207.1% | +196.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling