+33.7%
ALAB vs TSN
-3.0%
+36.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.7% | -8.6% | -6.2% |
| 7D | +3.2% | -5.0% | +8.2% | +1.3% |
| 30D | -13.6% | -9.1% | -4.5% | -16.5% |
| 3M | -16.6% | -7.4% | -9.2% | -18.4% |
| 6M | +142.3% | -13.4% | +155.7% | +130.0% |
| YTD | +73.6% | -8.5% | +82.1% | +65.4% |
| 1Y | +33.7% | -3.2% | +36.9% | +23.4% |
| All | +33.7% | -3.0% | +36.6% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling