+5,397.9%
ANET vs TSN
+71.2%
+5,326.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.2% |
| 7D | -1.3% | +1.4% | -2.6% | -1.5% |
| 30D | -4.5% | -6.2% | +1.7% | -3.8% |
| 3M | +24.5% | -5.7% | +30.2% | +25.0% |
| 6M | +35.4% | -11.4% | +46.7% | +36.7% |
| YTD | +44.2% | -8.2% | +52.4% | +44.9% |
| 1Y | +25.4% | -2.0% | +27.4% | +24.5% |
| 3Y | +284.8% | +11.9% | +272.9% | +266.2% |
| 5Y | +761.7% | -17.8% | +779.4% | +771.4% |
| 10Y | +3,691.2% | -5.7% | +3,696.9% | +3,485.3% |
| All | +5,397.9% | +71.2% | +5,326.7% | +4,424.3% |
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