+2,885.9%
ALB vs TSN
+468.7%
+2,417.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.8% | -4.3% |
| 7D | -8.1% | -6.3% | -1.7% | -6.3% |
| 30D | +6.3% | -10.8% | +17.1% | +9.8% |
| 3M | -23.6% | -8.8% | -14.8% | -21.8% |
| 6M | -24.6% | -16.8% | -7.8% | -21.0% |
| YTD | -10.3% | -10.0% | -0.3% | -8.1% |
| 1Y | +61.5% | -5.3% | +66.7% | +62.2% |
| 3Y | -34.0% | +8.5% | -42.5% | -36.6% |
| 5Y | -44.6% | -22.9% | -21.7% | -42.0% |
| 10Y | +76.1% | -12.6% | +88.7% | +71.0% |
| All | +2,885.9% | +468.7% | +2,417.2% | +1,441.9% |
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