+229.2%
MXL vs TSN
+13.0%
+216.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.0% | +6.6% | +7.8% |
| 7D | +18.9% | +3.0% | +15.8% | +19.8% |
| 30D | +0.3% | -4.2% | +4.5% | -0.8% |
| 3M | -8.0% | -3.9% | -4.1% | -8.7% |
| 6M | +341.2% | -9.8% | +351.1% | +331.6% |
| YTD | +327.8% | -7.3% | +335.1% | +319.5% |
| 1Y | +364.9% | -2.2% | +367.1% | +354.6% |
| 3Y | +229.2% | +11.9% | +217.3% | +196.4% |
| All | +229.2% | +13.0% | +216.3% | +196.4% |
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