+126.0%
DUK vs TSN
-4.9%
+131.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -0.9% | -0.2% |
| 7D | -0.7% | +3.0% | -3.7% | -1.3% |
| 30D | -2.4% | -4.2% | +1.7% | -1.7% |
| 3M | -3.0% | -3.9% | +0.9% | -2.4% |
| 6M | -6.6% | -9.8% | +3.3% | -4.9% |
| YTD | +4.6% | -7.3% | +11.8% | +5.6% |
| 1Y | +1.2% | -2.2% | +3.4% | +0.9% |
| 3Y | +45.7% | +11.9% | +33.8% | +40.2% |
| 5Y | +40.3% | -16.9% | +57.2% | +41.8% |
| All | +126.0% | -4.9% | +131.0% | +116.7% |
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 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