+143.3%
DELL vs TSN
+19.9%
+123.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +5.4% | -14.2% | -7.3% |
| 7D | -24.6% | +8.4% | -33.0% | -22.8% |
| 30D | -32.5% | +16.1% | -48.6% | -30.1% |
| 3M | -20.2% | +3.2% | -23.4% | -18.9% |
| 6M | +76.5% | -11.1% | +87.6% | +83.7% |
| YTD | +198.9% | +5.1% | +193.8% | +197.1% |
| 1Y | +143.3% | +19.4% | +123.9% | +127.0% |
| All | +143.3% | +19.9% | +123.4% | +127.0% |
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