+2,351.6%
INFY vs TSN
+301.7%
+2,049.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.6% |
| 7D | -8.7% | -7.3% | -1.4% | -7.1% |
| 30D | -13.0% | -8.6% | -4.3% | -11.2% |
| 3M | -8.8% | -7.5% | -1.3% | -7.2% |
| 6M | -22.6% | -14.1% | -8.4% | -20.2% |
| YTD | -37.3% | -9.4% | -27.9% | -36.2% |
| 1Y | -33.4% | -4.1% | -29.3% | -33.3% |
| 3Y | -32.3% | +10.3% | -42.6% | -35.3% |
| 5Y | -45.2% | -19.7% | -25.5% | -44.3% |
| 10Y | +80.0% | -7.0% | +87.0% | +69.0% |
| All | +2,351.6% | +301.7% | +2,049.8% | +1,044.1% |
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 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