+265.1%
MU vs TSN
+19.9%
+245.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +5.4% | -12.4% | -4.9% |
| 7D | -19.1% | +8.4% | -27.6% | -16.4% |
| 30D | -25.2% | +16.1% | -41.3% | -21.2% |
| 3M | -10.9% | +3.2% | -14.1% | -8.5% |
| 6M | +38.0% | -11.1% | +49.1% | +48.0% |
| YTD | +178.8% | +5.1% | +173.8% | +194.1% |
| 1Y | +265.1% | +19.4% | +245.7% | +247.1% |
| All | +265.1% | +19.9% | +245.2% | +247.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling