+78.9%
INFY vs TSN
-4.9%
+83.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.3% |
| 7D | -5.4% | +3.0% | -8.4% | -6.0% |
| 30D | -9.9% | -4.2% | -5.7% | -9.2% |
| 3M | -4.6% | -3.9% | -0.7% | -3.9% |
| 6M | -18.5% | -9.8% | -8.6% | -17.1% |
| YTD | -36.5% | -7.3% | -29.3% | -35.9% |
| 1Y | -32.8% | -2.2% | -30.5% | -33.0% |
| 3Y | -32.2% | +11.9% | -44.1% | -35.2% |
| 5Y | -44.7% | -16.9% | -27.7% | -44.1% |
| All | +78.9% | -4.9% | +83.8% | +70.3% |
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 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