+62.5%
SLB vs TSN
-14.6%
+77.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -7.1% | +4.6% | -11.7% | -8.1% |
| 30D | +4.1% | +15.4% | -11.3% | +0.5% |
| 3M | -2.6% | +2.9% | -5.5% | -3.5% |
| 6M | -8.6% | -10.8% | +2.2% | -6.1% |
| YTD | +32.2% | +4.5% | +27.7% | +29.2% |
| 1Y | +40.7% | +19.5% | +21.1% | +32.0% |
| 3Y | -4.5% | +42.2% | -46.7% | -15.2% |
| All | +62.5% | -14.6% | +77.1% | +67.0% |
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