+188.3%
ITW vs TSN
-4.9%
+193.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.9% |
| 7D | -0.7% | +3.0% | -3.8% | -1.5% |
| 30D | -8.3% | -4.2% | -4.1% | -7.4% |
| 3M | +6.0% | -3.9% | +9.9% | +6.7% |
| 6M | 0.0% | -9.8% | +9.8% | +2.0% |
| YTD | +10.2% | -7.3% | +17.5% | +11.3% |
| 1Y | +3.2% | -2.2% | +5.4% | +2.5% |
| 3Y | +21.0% | +11.9% | +9.1% | +14.7% |
| 5Y | +37.9% | -16.9% | +54.9% | +40.6% |
| All | +188.3% | -4.9% | +193.2% | +175.7% |
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