+135.0%
GOOG vs TSN
-18.6%
+153.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.5% |
| 7D | -2.5% | +1.4% | -3.9% | -2.6% |
| 30D | -3.6% | -6.2% | +2.6% | -3.0% |
| 3M | -6.4% | -5.7% | -0.8% | -6.0% |
| 6M | +7.8% | -11.4% | +19.1% | +8.9% |
| YTD | +5.5% | -8.2% | +13.7% | +6.1% |
| 1Y | +38.3% | -2.0% | +40.3% | +37.7% |
| 3Y | +143.1% | +11.9% | +131.2% | +132.0% |
| 5Y | +135.0% | -17.8% | +152.8% | +161.9% |
| All | +135.0% | -18.6% | +153.6% | +161.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling