+50.6%
MSFT vs TSN
+42.1%
+8.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -1.0% |
| 7D | +1.7% | +4.6% | -3.0% | +1.8% |
| 30D | +0.2% | +15.4% | -15.3% | +0.9% |
| 3M | +6.4% | +2.9% | +3.5% | +6.5% |
| 6M | +28.7% | -10.8% | +39.5% | +27.5% |
| YTD | +10.4% | +4.5% | +6.0% | +10.4% |
| 1Y | +7.6% | +19.5% | -11.9% | +8.5% |
| All | +50.6% | +42.1% | +8.4% | +52.0% |
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