+363.4%
ORCL vs TSN
-9.5%
+372.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +2.1% |
| 7D | +15.0% | -5.0% | +20.1% | +15.7% |
| 30D | +10.5% | -9.1% | +19.6% | +11.8% |
| 3M | -23.0% | -7.4% | -15.6% | -22.4% |
| 6M | +7.0% | -13.4% | +20.4% | +8.4% |
| YTD | -15.8% | -8.5% | -7.3% | -15.5% |
| 1Y | -31.1% | -3.2% | -27.9% | -31.6% |
| 3Y | +33.3% | +11.5% | +21.8% | +26.7% |
| 5Y | +94.3% | -19.5% | +113.8% | +97.1% |
| 10Y | +363.4% | -9.1% | +372.5% | +344.0% |
| All | +363.4% | -9.5% | +372.9% | +344.0% |
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