-14.2%
DOW vs TSN
-11.2%
-3.0%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.7% | +4.1% | +3.3% |
| 7D | -0.5% | -0.3% | -0.2% | -0.5% |
| 30D | +15.7% | +11.8% | +4.0% | +16.0% |
| 3M | +5.3% | +7.1% | -1.8% | +5.2% |
| 6M | -14.2% | -9.2% | -5.1% | -19.7% |
| All | -14.2% | -11.2% | -3.0% | -19.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling