+87.3%
ALB vs TSN
-9.4%
+96.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.5% |
| 7D | -8.6% | -7.3% | -1.3% | -6.3% |
| 30D | -4.0% | -8.6% | +4.6% | -1.1% |
| 3M | -17.4% | -7.5% | -9.9% | -15.4% |
| 6M | -25.4% | -14.1% | -11.2% | -22.0% |
| YTD | -10.5% | -9.4% | -1.1% | -8.3% |
| 1Y | +75.8% | -4.1% | +79.9% | +75.8% |
| 3Y | -28.5% | +10.3% | -38.8% | -32.7% |
| 5Y | -45.1% | -19.7% | -25.4% | -43.0% |
| 10Y | +87.3% | -7.0% | +94.3% | +80.6% |
| All | +87.3% | -9.4% | +96.8% | +80.6% |
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 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