+10.5%
MCD vs TSN
+42.3%
-31.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | +7.1% | +4.6% | +2.5% | +6.2% |
| 30D | +19.8% | +15.4% | +4.3% | +16.6% |
| 3M | +0.8% | +2.9% | -2.1% | +0.1% |
| 6M | -1.3% | -10.8% | +9.5% | +0.3% |
| YTD | -7.8% | +4.5% | -12.2% | -9.1% |
| 1Y | -5.0% | +19.5% | -24.5% | -9.0% |
| 3Y | +10.5% | +42.2% | -31.7% | +4.8% |
| All | +10.5% | +42.3% | -31.8% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling