+72.8%
HCA vs TSN
-17.2%
+89.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.1% |
| 7D | +5.4% | +3.0% | +2.4% | +4.6% |
| 30D | +3.0% | -4.2% | +7.2% | +3.9% |
| 3M | +13.0% | -3.9% | +16.9% | +13.9% |
| 6M | -20.3% | -9.8% | -10.4% | -18.6% |
| YTD | -8.2% | -7.3% | -1.0% | -7.1% |
| 1Y | +6.7% | -2.2% | +8.9% | +6.3% |
| 3Y | +60.4% | +11.9% | +48.5% | +51.6% |
| All | +72.8% | -17.2% | +89.9% | +92.6% |
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 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