+273.5%
SHW vs TSN
-5.9%
+279.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.4% |
| 7D | -4.5% | +1.4% | -5.8% | -4.9% |
| 30D | -12.7% | -6.2% | -6.5% | -11.2% |
| 3M | +4.7% | -5.7% | +10.4% | +6.3% |
| 6M | -3.4% | -11.4% | +7.9% | -0.6% |
| YTD | -1.3% | -8.2% | +6.8% | +0.3% |
| 1Y | -10.4% | -2.0% | -8.3% | -10.8% |
| 3Y | +20.1% | +11.9% | +8.2% | +13.5% |
| 5Y | +10.5% | -17.8% | +28.2% | +12.8% |
| All | +273.5% | -5.9% | +279.4% | +243.7% |
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 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