+31.9%
DIS vs TSN
+14.5%
+17.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.4% | +0.9% |
| 7D | +1.9% | -1.4% | +3.3% | +2.4% |
| 30D | +9.2% | +8.5% | +0.7% | +6.5% |
| 3M | +13.5% | +5.3% | +8.2% | +11.6% |
| 6M | +14.3% | -10.5% | +24.8% | +17.8% |
| YTD | +5.4% | +3.0% | +2.4% | +3.5% |
| 1Y | +12.2% | +12.1% | 0.0% | +7.0% |
| 3Y | +37.2% | +43.1% | -5.9% | +18.5% |
| 5Y | -23.1% | -15.1% | -8.0% | -21.6% |
| All | +31.9% | +14.5% | +17.4% | +16.8% |
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