+246.0%
ORCL vs TSN
+12.5%
+233.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | -6.5% | +5.8% | -12.4% | -7.2% |
| 30D | -16.6% | +12.8% | -29.4% | -17.9% |
| 3M | -21.6% | +6.5% | -28.1% | -22.4% |
| 6M | -39.4% | -10.3% | -29.1% | -38.6% |
| YTD | -38.7% | +5.5% | -44.2% | -39.6% |
| 1Y | -50.4% | +15.8% | -66.1% | -51.9% |
| 3Y | +8.1% | +42.5% | -34.4% | -1.4% |
| 5Y | +34.5% | -14.3% | +48.9% | +36.2% |
| 10Y | +246.0% | +18.2% | +227.8% | +222.6% |
| All | +246.0% | +12.5% | +233.5% | +222.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling