+15.0%
SHW vs TSN
-20.8%
+35.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.7% |
| 7D | -1.2% | -5.0% | +3.9% | +0.1% |
| 30D | -11.6% | -9.1% | -2.5% | -9.5% |
| 3M | +9.1% | -7.4% | +16.5% | +11.2% |
| 6M | -0.7% | -13.4% | +12.7% | +2.6% |
| YTD | +1.4% | -8.5% | +9.8% | +2.9% |
| 1Y | -12.3% | -3.2% | -9.1% | -12.4% |
| 3Y | +23.4% | +11.5% | +11.9% | +16.9% |
| 5Y | +15.0% | -19.5% | +34.5% | +20.3% |
| All | +15.0% | -20.8% | +35.8% | +20.3% |
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