+38.6%
ALB vs TSN
+14.5%
+24.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.6% | -1.1% |
| 7D | -5.8% | -1.4% | -4.3% | -5.3% |
| 30D | -4.5% | +8.5% | -13.0% | -7.2% |
| 3M | -28.1% | +5.3% | -33.4% | -29.4% |
| 6M | -53.2% | -10.5% | -42.7% | -51.7% |
| YTD | -33.3% | +3.0% | -36.3% | -34.7% |
| 1Y | -17.4% | +12.1% | -29.6% | -21.5% |
| 3Y | -14.1% | +43.1% | -57.2% | -26.2% |
| 5Y | -64.0% | -15.1% | -48.9% | -63.4% |
| All | +38.6% | +14.5% | +24.1% | +26.1% |
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