+244.8%
ORCL vs TSN
+14.3%
+230.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | -11.2% | +4.6% | -15.8% | -11.7% |
| 30D | -18.8% | +15.4% | -34.3% | -20.4% |
| 3M | -18.8% | +2.9% | -21.7% | -19.2% |
| 6M | -39.7% | -10.8% | -28.9% | -39.0% |
| YTD | -39.6% | +4.5% | -44.1% | -40.5% |
| 1Y | -51.7% | +19.5% | -71.3% | -53.5% |
| 3Y | +10.2% | +42.2% | -32.0% | +0.6% |
| 5Y | +30.8% | -14.2% | +45.0% | +32.2% |
| All | +244.8% | +14.3% | +230.5% | +221.4% |
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 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