+102.0%
META vs TSN
+42.6%
+59.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.8% | +5.1% |
| 7D | +5.7% | +4.9% | +0.8% | +6.1% |
| 30D | -10.8% | +12.1% | -22.8% | -10.0% |
| 3M | +8.4% | +4.1% | +4.3% | +9.0% |
| 6M | +5.4% | -10.9% | +16.3% | +5.2% |
| YTD | -2.6% | +4.8% | -7.4% | -1.6% |
| 1Y | +3.5% | +17.6% | -14.1% | +5.7% |
| 3Y | +102.0% | +43.2% | +58.8% | +104.0% |
| All | +102.0% | +42.6% | +59.4% | +104.0% |
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