+45.4%
MRK vs TSN
+13.0%
+32.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.8% |
| 7D | -4.3% | +3.0% | -7.3% | -4.9% |
| 30D | +8.3% | -4.2% | +12.5% | +9.3% |
| 3M | +20.0% | -3.9% | +23.9% | +20.8% |
| 6M | +25.7% | -9.8% | +35.5% | +27.9% |
| YTD | +38.7% | -7.3% | +46.0% | +39.9% |
| 1Y | +74.7% | -2.2% | +76.9% | +73.3% |
| 3Y | +45.4% | +11.9% | +33.5% | +42.4% |
| All | +45.4% | +13.0% | +32.4% | +42.4% |
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