+6,642.4%
ABT vs TSN
+890.5%
+5,752.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.3% |
| 7D | -3.7% | -6.3% | +2.6% | -2.8% |
| 30D | +2.5% | -10.8% | +13.3% | +4.2% |
| 3M | +20.2% | -8.8% | +28.9% | +21.8% |
| 6M | -2.9% | -16.8% | +13.9% | -0.5% |
| YTD | -11.9% | -10.0% | -1.9% | -10.9% |
| 1Y | -16.5% | -5.3% | -11.3% | -16.3% |
| 3Y | +12.1% | +8.5% | +3.6% | +9.6% |
| 5Y | -7.4% | -22.9% | +15.5% | -5.4% |
| 10Y | +210.7% | -12.6% | +223.3% | +202.3% |
| All | +6,642.4% | +890.5% | +5,752.0% | +3,120.2% |
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