+3,847.4%
ANET vs TSN
-4.9%
+3,852.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.0% | +4.6% | +5.5% |
| 7D | +3.0% | +3.0% | 0.0% | +2.6% |
| 30D | -5.2% | -4.2% | -1.0% | -4.8% |
| 3M | +27.6% | -3.9% | +31.5% | +27.7% |
| 6M | +44.4% | -9.8% | +54.2% | +45.5% |
| YTD | +52.3% | -7.3% | +59.6% | +52.8% |
| 1Y | +30.4% | -2.2% | +32.6% | +29.5% |
| 3Y | +313.3% | +11.9% | +301.4% | +292.1% |
| 5Y | +810.0% | -16.9% | +827.0% | +821.5% |
| All | +3,847.4% | -4.9% | +3,852.3% | +3,578.2% |
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