+38.7%
CSCO vs TSN
+12.6%
+26.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | -4.7% | +5.8% | -10.5% | -4.5% |
| 30D | -17.1% | +12.8% | -29.9% | -16.8% |
| 3M | -19.6% | +6.5% | -26.1% | -19.5% |
| 6M | +2.4% | -10.3% | +12.7% | +4.1% |
| YTD | +29.8% | +5.5% | +24.2% | +31.1% |
| 1Y | +38.7% | +15.8% | +22.9% | +42.4% |
| All | +38.7% | +12.6% | +26.0% | +42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling