+917.3%
MSFT vs TSN
+18.3%
+899.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.3% |
| 7D | +2.3% | +5.8% | -3.5% | +1.3% |
| 30D | -0.4% | +12.8% | -13.2% | -2.5% |
| 3M | +5.6% | +6.5% | -0.9% | +4.2% |
| 6M | +29.0% | -10.3% | +39.2% | +31.0% |
| YTD | +10.9% | +5.5% | +5.4% | +9.0% |
| 1Y | +6.2% | +15.8% | -9.6% | +2.4% |
| 3Y | +47.6% | +42.5% | +5.1% | +33.4% |
| 5Y | +67.9% | -14.3% | +82.3% | +69.9% |
| All | +917.3% | +18.3% | +899.0% | +824.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling