+234.1%
ABT vs TSN
+14.5%
+219.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | -1.3% | -1.4% | +0.2% | -1.0% |
| 30D | +6.0% | +8.5% | -2.4% | +4.6% |
| 3M | -1.9% | +5.3% | -7.2% | -2.8% |
| 6M | +31.2% | -10.5% | +41.7% | +33.3% |
| YTD | -11.2% | +3.0% | -14.2% | -12.1% |
| 1Y | -14.0% | +12.1% | -26.1% | -16.1% |
| 3Y | +20.7% | +43.1% | -22.4% | +12.5% |
| 5Y | -6.7% | -15.1% | +8.4% | -5.8% |
| All | +234.1% | +14.5% | +219.6% | +221.1% |
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