+37.6%
ITW vs TSN
-17.2%
+54.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.5% |
| 3M | +6.0% | -3.9% | +9.9% | +6.7% |
| 6M | 0.0% | -9.8% | +9.8% | +1.8% |
| YTD | +10.2% | -7.3% | +17.5% | +11.1% |
| 1Y | +3.2% | -2.2% | +5.4% | +2.2% |
| 3Y | +21.0% | +11.9% | +9.1% | +14.1% |
| All | +37.6% | -17.2% | +54.7% | +42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling