+99.3%
HLT vs TSN
+13.0%
+86.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | -1.6% | +3.0% | -4.6% | -2.0% |
| 30D | -5.0% | -4.2% | -0.8% | -4.5% |
| 3M | -10.4% | -3.9% | -6.5% | -10.1% |
| 6M | +3.2% | -9.8% | +13.1% | +4.3% |
| YTD | +6.7% | -7.3% | +14.0% | +7.1% |
| 1Y | +10.3% | -2.2% | +12.5% | +9.4% |
| 3Y | +99.3% | +11.9% | +87.5% | +83.2% |
| All | +99.3% | +13.0% | +86.4% | +83.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling