+338.5%
SHW vs TSN
+15.3%
+323.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | +0.7% | -1.4% | +2.1% | +1.1% |
| 30D | +8.4% | +10.2% | -1.7% | +5.4% |
| 3M | -2.2% | +7.2% | -9.4% | -4.3% |
| 6M | +13.3% | -10.6% | +23.9% | +16.8% |
| YTD | +9.2% | +3.7% | +5.5% | +7.2% |
| 1Y | +2.9% | +13.5% | -10.6% | -1.8% |
| 3Y | +41.1% | +40.1% | +1.0% | +24.8% |
| 5Y | +11.0% | -14.5% | +25.4% | +12.3% |
| All | +338.5% | +15.3% | +323.2% | +285.1% |
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