+111.9%
INTC vs TSN
+14.5%
+97.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.4% |
| 7D | +6.0% | -1.4% | +7.4% | +6.3% |
| 30D | -39.2% | +8.5% | -47.7% | -40.5% |
| 3M | -42.9% | +5.3% | -48.2% | -43.9% |
| 6M | -50.4% | -10.5% | -39.9% | -49.5% |
| YTD | +61.7% | +3.0% | +58.7% | +56.9% |
| 1Y | +66.1% | +12.1% | +54.0% | +57.1% |
| 3Y | +58.1% | +43.1% | +15.0% | +37.0% |
| 5Y | +27.9% | -15.1% | +42.9% | +29.0% |
| All | +111.9% | +14.5% | +97.5% | +89.9% |
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