+94.5%
MO vs TSN
+11.8%
+82.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.0% |
| 7D | -1.0% | +1.4% | -2.4% | -1.3% |
| 30D | +5.8% | -6.2% | +11.9% | +7.0% |
| 3M | -4.5% | -5.7% | +1.1% | -3.5% |
| 6M | +5.7% | -11.4% | +17.1% | +7.8% |
| YTD | +23.1% | -8.2% | +31.3% | +24.3% |
| 1Y | +10.9% | -2.0% | +12.9% | +10.3% |
| All | +94.5% | +11.8% | +82.6% | +88.5% |
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