+11.5%
ABT vs TSN
+13.0%
-1.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -2.9% |
| 7D | -3.1% | -5.0% | +1.9% | -2.3% |
| 30D | -2.1% | -9.1% | +7.0% | -0.6% |
| 3M | +17.4% | -7.4% | +24.8% | +18.9% |
| 6M | -2.4% | -13.4% | +11.0% | -0.4% |
| YTD | -14.2% | -8.5% | -5.7% | -13.5% |
| 1Y | -18.3% | -3.2% | -15.1% | -18.7% |
| 3Y | +11.5% | +11.5% | 0.0% | +8.6% |
| All | +11.5% | +13.0% | -1.5% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling