+827.3%
SLB vs TSN
+1,053.2%
-225.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -3.7% | +4.9% | -8.6% | -4.9% |
| 30D | +2.9% | +12.1% | -9.1% | -0.1% |
| 3M | +0.2% | +4.1% | -3.9% | -1.1% |
| 6M | -4.4% | -10.9% | +6.4% | -2.2% |
| YTD | +33.4% | +4.8% | +28.6% | +30.5% |
| 1Y | +40.8% | +17.6% | +23.1% | +33.5% |
| 3Y | +3.2% | +43.2% | -40.0% | -7.8% |
| 5Y | +64.8% | -13.9% | +78.7% | +66.0% |
| 10Y | -16.6% | +11.8% | -28.4% | -22.1% |
| All | +827.3% | +1,053.2% | -225.9% | +396.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling