+13,447.0%
GOOG vs TSN
+312.3%
+13,134.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.4% |
| 7D | +1.1% | -5.0% | +6.1% | +2.2% |
| 30D | -5.1% | -9.1% | +4.0% | -3.1% |
| 3M | -7.1% | -7.4% | +0.3% | -5.7% |
| 6M | +12.7% | -13.4% | +26.0% | +15.7% |
| YTD | +7.1% | -8.5% | +15.6% | +8.5% |
| 1Y | +43.6% | -3.2% | +46.8% | +43.3% |
| 3Y | +146.8% | +11.5% | +135.3% | +133.9% |
| 5Y | +133.7% | -19.5% | +153.2% | +137.1% |
| 10Y | +773.3% | -9.1% | +782.4% | +718.3% |
| All | +13,447.0% | +312.3% | +13,134.7% | +8,136.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling