+32.7%
ORCL vs TSN
+8.7%
+24.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.7% | +3.0% |
| 7D | +5.3% | -6.3% | +11.6% | +4.1% |
| 30D | +10.0% | -10.8% | +20.8% | +8.0% |
| 3M | -32.6% | -8.8% | -23.8% | -33.4% |
| 6M | +4.9% | -16.8% | +21.8% | +2.2% |
| YTD | -17.8% | -10.0% | -7.8% | -19.0% |
| 1Y | -28.0% | -5.3% | -22.7% | -28.3% |
| All | +32.7% | +8.7% | +24.0% | +26.0% |
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 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