+93.4%
META vs TSN
+43.3%
+50.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -3.9% |
| 7D | -3.1% | +6.9% | -10.0% | -2.6% |
| 30D | -18.1% | +15.7% | -33.8% | -17.2% |
| 3M | +2.9% | +4.3% | -1.4% | +3.5% |
| 6M | +0.2% | -10.6% | +10.8% | 0.0% |
| YTD | -8.1% | +5.2% | -13.3% | -7.1% |
| 1Y | -4.5% | +18.7% | -23.2% | -2.4% |
| All | +93.4% | +43.3% | +50.1% | +96.8% |
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