+255.6%
MXL vs TSN
+292.7%
-37.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.7% | +4.3% | +5.5% |
| 7D | +15.5% | -5.0% | +20.5% | +17.3% |
| 30D | -11.3% | -9.1% | -2.2% | -8.6% |
| 3M | -16.1% | -7.4% | -8.7% | -15.0% |
| 6M | +323.0% | -13.4% | +336.4% | +333.8% |
| YTD | +281.5% | -8.5% | +290.0% | +282.4% |
| 1Y | +319.3% | -3.2% | +322.5% | +310.5% |
| 3Y | +189.4% | +11.5% | +177.9% | +159.5% |
| 5Y | +26.0% | -19.5% | +45.5% | +26.6% |
| 10Y | +243.5% | -9.1% | +252.6% | +206.7% |
| All | +255.6% | +292.7% | -37.0% | +44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling