+9,052.6%
ITW vs TSN
+907.0%
+8,145.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.9% |
| 7D | -0.4% | -5.0% | +4.6% | +0.5% |
| 30D | -9.4% | -9.1% | -0.3% | -7.7% |
| 3M | +7.1% | -7.4% | +14.5% | +8.5% |
| 6M | -1.9% | -13.4% | +11.5% | +0.6% |
| YTD | +10.4% | -8.5% | +18.9% | +11.7% |
| 1Y | +3.3% | -3.2% | +6.5% | +3.1% |
| 3Y | +21.0% | +11.5% | +9.5% | +16.5% |
| 5Y | +36.3% | -19.5% | +55.8% | +39.3% |
| 10Y | +185.8% | -9.1% | +194.9% | +176.0% |
| All | +9,052.6% | +907.0% | +8,145.6% | +4,428.9% |
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 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