+64.6%
MSFT vs TSN
-13.8%
+78.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | +1.7% | +4.6% | -3.0% | +1.2% |
| 30D | +0.2% | +15.4% | -15.3% | -1.1% |
| 3M | +6.4% | +2.9% | +3.5% | +6.0% |
| 6M | +28.7% | -10.8% | +39.5% | +29.8% |
| YTD | +10.4% | +4.5% | +6.0% | +9.2% |
| 1Y | +7.6% | +19.5% | -11.9% | +4.6% |
| 3Y | +52.3% | +42.2% | +10.1% | +39.1% |
| All | +64.6% | -13.8% | +78.4% | +79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling