+56.4%
SAP vs TSN
-22.4%
+78.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -2.9% | -6.3% | +3.4% | -1.8% |
| 30D | +9.0% | -10.8% | +19.8% | +11.3% |
| 3M | +14.9% | -8.8% | +23.7% | +16.9% |
| 6M | +11.9% | -16.8% | +28.7% | +15.2% |
| YTD | -9.9% | -10.0% | +0.1% | -8.8% |
| 1Y | -19.5% | -5.3% | -14.3% | -19.5% |
| 3Y | +61.8% | +8.5% | +53.3% | +55.3% |
| All | +56.4% | -22.4% | +78.8% | +71.4% |
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 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