+243.2%
INTC vs TSN
-5.9%
+249.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.4% | -7.0% | -5.9% |
| 7D | +9.4% | +1.4% | +8.1% | +9.1% |
| 30D | +2.7% | -6.2% | +8.8% | +4.0% |
| 3M | -6.3% | -5.7% | -0.6% | -5.7% |
| 6M | +114.5% | -11.4% | +125.8% | +117.2% |
| YTD | +171.9% | -8.2% | +180.0% | +171.8% |
| 1Y | +305.0% | -2.0% | +307.0% | +296.2% |
| 3Y | +168.3% | +11.9% | +156.5% | +149.4% |
| 5Y | +102.3% | -17.8% | +120.1% | +104.9% |
| All | +243.2% | -5.9% | +249.0% | +215.3% |
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