+400.4%
ALAB vs TSN
-2.2%
+402.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.7% | +10.4% | +9.6% |
| 7D | +7.2% | -6.3% | +13.5% | +5.4% |
| 30D | -2.5% | -10.8% | +8.3% | -5.5% |
| 3M | -13.3% | -8.8% | -4.6% | -15.0% |
| 6M | +172.8% | -16.8% | +189.7% | +163.5% |
| YTD | +86.6% | -10.0% | +96.6% | +82.1% |
| 1Y | +65.2% | -5.3% | +70.4% | +63.6% |
| All | +400.4% | -2.2% | +402.6% | +370.6% |
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