+362.8%
HPE vs TSN
-20.2%
+383.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.2% | +5.3% |
| 7D | +13.6% | -7.3% | +20.9% | +14.9% |
| 30D | +7.7% | -8.6% | +16.4% | +9.1% |
| 3M | +22.4% | -7.5% | +29.9% | +23.3% |
| 6M | +172.6% | -14.1% | +186.7% | +176.9% |
| YTD | +147.5% | -9.4% | +157.0% | +148.4% |
| 1Y | +151.8% | -4.1% | +155.9% | +148.6% |
| 3Y | +267.1% | +10.3% | +256.7% | +237.3% |
| 5Y | +362.8% | -19.7% | +382.5% | +387.1% |
| All | +362.8% | -20.2% | +383.0% | +387.1% |
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