-23.2%
HD vs TSN
-3.0%
-20.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.5% |
| 7D | -1.2% | -5.0% | +3.9% | -0.6% |
| 30D | -11.1% | -9.1% | -2.1% | -10.1% |
| 3M | +2.0% | -7.4% | +9.4% | +3.0% |
| 6M | -10.5% | -13.4% | +2.9% | -9.5% |
| YTD | -6.9% | -8.5% | +1.6% | -7.3% |
| 1Y | -23.2% | -3.2% | -20.0% | -24.3% |
| All | -23.2% | -3.0% | -20.2% | -24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling