+21.5%
DIS vs TSN
-11.0%
+32.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.1% | -1.5% |
| 7D | -2.6% | -6.3% | +3.7% | -0.8% |
| 30D | +3.5% | -10.8% | +14.3% | +7.0% |
| 3M | +6.8% | -8.8% | +15.6% | +9.5% |
| 6M | +3.0% | -16.8% | +19.8% | +8.1% |
| YTD | -6.7% | -10.0% | +3.3% | -4.6% |
| 1Y | -10.1% | -5.3% | -4.8% | -9.7% |
| 3Y | +33.0% | +8.5% | +24.5% | +25.7% |
| 5Y | -40.0% | -22.9% | -17.1% | -37.2% |
| All | +21.5% | -11.0% | +32.5% | +13.1% |
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