+207.4%
ALAB vs TSN
+13.6%
+193.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.0% | +6.0% |
| 7D | -26.3% | +4.6% | -30.9% | -24.8% |
| 30D | -50.1% | +15.4% | -65.5% | -47.2% |
| 3M | -42.5% | +2.9% | -45.4% | -40.9% |
| 6M | -10.8% | -10.8% | -0.1% | -8.7% |
| YTD | +14.6% | +4.5% | +10.2% | +18.8% |
| 1Y | +17.1% | +19.5% | -2.4% | +25.0% |
| All | +207.4% | +13.6% | +193.9% | +207.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling