+62.8%
META vs TSN
-22.4%
+85.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | +6.7% | -6.3% | +13.0% | +7.5% |
| 30D | +4.8% | -10.8% | +15.6% | +6.2% |
| 3M | -1.6% | -8.8% | +7.1% | -0.7% |
| 6M | -7.5% | -16.8% | +9.4% | -5.6% |
| YTD | -6.4% | -10.0% | +3.6% | -5.6% |
| 1Y | -17.3% | -5.3% | -12.1% | -17.3% |
| 3Y | +109.9% | +8.5% | +101.4% | +99.0% |
| All | +62.8% | -22.4% | +85.2% | +83.2% |
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