+75.1%
SAP vs TSN
+42.3%
+32.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -4.0% |
| 7D | -0.7% | +4.6% | -5.3% | -1.3% |
| 30D | +11.1% | +15.4% | -4.3% | +8.9% |
| 3M | +17.0% | +2.9% | +14.1% | +16.5% |
| 6M | +34.8% | -10.8% | +45.6% | +36.0% |
| YTD | -2.2% | +4.5% | -6.7% | -3.6% |
| 1Y | -6.4% | +19.5% | -26.0% | -9.5% |
| 3Y | +75.1% | +42.2% | +32.9% | +69.0% |
| All | +75.1% | +42.3% | +32.8% | +69.0% |
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