+130.8%
SLB vs TSN
-22.4%
+153.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.3% |
| 7D | +0.8% | -6.3% | +7.2% | +2.5% |
| 30D | +15.8% | -10.8% | +26.6% | +19.2% |
| 3M | -0.3% | -8.8% | +8.4% | +1.5% |
| 6M | +21.3% | -16.8% | +38.2% | +26.3% |
| YTD | +52.3% | -10.0% | +62.3% | +54.6% |
| 1Y | +63.6% | -5.3% | +68.9% | +63.3% |
| 3Y | +3.8% | +8.5% | -4.8% | -1.3% |
| All | +130.8% | -22.4% | +153.2% | +135.7% |
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 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