+1,497.9%
META vs TSN
+323.4%
+1,174.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -3.1% | +6.9% | -10.0% | -4.1% |
| 30D | -18.1% | +15.7% | -33.8% | -20.0% |
| 3M | +2.9% | +4.3% | -1.4% | +2.0% |
| 6M | +0.2% | -10.6% | +10.8% | +1.7% |
| YTD | -8.1% | +5.2% | -13.3% | -9.4% |
| 1Y | -4.5% | +18.7% | -23.2% | -7.8% |
| 3Y | +94.2% | +41.8% | +52.4% | +78.7% |
| 5Y | +79.1% | -13.6% | +92.7% | +80.4% |
| 10Y | +405.9% | +16.2% | +389.7% | +367.8% |
| All | +1,497.9% | +323.4% | +1,174.5% | +1,343.7% |
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