+42.7%
ORCL vs TSN
-14.8%
+57.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.6% | -1.4% |
| 7D | +8.0% | -1.4% | +9.4% | +8.0% |
| 30D | -4.0% | +8.5% | -12.5% | -4.0% |
| 3M | -19.5% | +5.3% | -24.7% | -19.5% |
| 6M | -33.5% | -10.5% | -23.0% | -33.1% |
| YTD | -34.8% | +3.0% | -37.8% | -35.1% |
| 1Y | -41.6% | +12.1% | -53.7% | -42.3% |
| 3Y | +13.8% | +43.1% | -29.3% | +4.8% |
| All | +42.7% | -14.8% | +57.5% | +54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling