+498.2%
HCA vs TSN
-4.9%
+503.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.0% |
| 7D | +5.4% | +3.0% | +2.4% | +4.1% |
| 30D | +3.0% | -4.2% | +7.2% | +4.4% |
| 3M | +13.0% | -3.9% | +16.9% | +14.3% |
| 6M | -20.3% | -9.8% | -10.4% | -17.7% |
| YTD | -8.2% | -7.3% | -1.0% | -6.6% |
| 1Y | +6.7% | -2.2% | +8.9% | +5.9% |
| 3Y | +60.4% | +11.9% | +48.5% | +46.6% |
| 5Y | +73.4% | -16.9% | +90.4% | +77.7% |
| All | +498.2% | -4.9% | +503.1% | +421.2% |
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