+370.3%
HPE vs TSN
+14.5%
+355.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.5% |
| 7D | +7.9% | -1.4% | +9.3% | +8.3% |
| 30D | -23.5% | +8.5% | -32.0% | -25.5% |
| 3M | -19.1% | +5.3% | -24.4% | -20.7% |
| 6M | +51.4% | -10.5% | +61.9% | +54.7% |
| YTD | +103.4% | +3.0% | +100.5% | +98.0% |
| 1Y | +114.4% | +12.1% | +102.3% | +102.5% |
| 3Y | +224.7% | +43.1% | +181.6% | +172.1% |
| 5Y | +277.8% | -15.1% | +292.8% | +282.1% |
| All | +370.3% | +14.5% | +355.8% | +310.6% |
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 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