+365.7%
ALAB vs TSN
-0.5%
+366.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.7% | -8.6% | -6.4% |
| 7D | +3.2% | -5.0% | +8.2% | +1.8% |
| 30D | -13.6% | -9.1% | -4.5% | -15.7% |
| 3M | -16.6% | -7.4% | -9.2% | -17.9% |
| 6M | +142.3% | -13.4% | +155.7% | +135.6% |
| YTD | +73.6% | -8.5% | +82.1% | +70.4% |
| 1Y | +33.7% | -3.2% | +36.9% | +33.2% |
| All | +365.7% | -0.5% | +366.2% | +340.3% |
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