+33,321.4%
HD vs TSN
+1,049.6%
+32,271.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | +4.3% | +4.6% | -0.3% | +3.3% |
| 30D | +20.2% | +15.4% | +4.8% | +16.3% |
| 3M | -1.0% | +2.9% | -3.9% | -1.8% |
| 6M | +7.9% | -10.8% | +18.7% | +10.5% |
| YTD | +2.0% | +4.5% | -2.5% | +0.3% |
| 1Y | -4.3% | +19.5% | -23.8% | -9.0% |
| 3Y | +25.9% | +42.2% | -16.3% | +14.2% |
| 5Y | +5.8% | -14.2% | +20.0% | +6.9% |
| 10Y | +262.5% | +15.4% | +247.2% | +231.5% |
| All | +33,321.4% | +1,049.6% | +32,271.8% | +12,171.7% |
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