-10.8%
ALAB vs TSN
-11.7%
+0.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.0% | +5.2% |
| 7D | -26.3% | +4.6% | -30.9% | -21.1% |
| 30D | -50.1% | +15.4% | -65.5% | -38.3% |
| 3M | -42.5% | +2.9% | -45.4% | -38.3% |
| 6M | -10.8% | -10.8% | -0.1% | -5.5% |
| All | -10.8% | -11.7% | +0.8% | -5.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling