+5.0%
SYK vs TSN
-18.0%
+23.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.3% | -2.3% |
| 7D | -12.3% | +1.4% | -13.7% | -12.6% |
| 30D | -22.4% | -6.2% | -16.3% | -21.4% |
| 3M | -12.3% | -5.7% | -6.7% | -11.1% |
| 6M | -24.3% | -11.4% | -12.9% | -22.6% |
| YTD | -22.8% | -8.2% | -14.6% | -21.8% |
| 1Y | -28.8% | -2.0% | -26.8% | -29.0% |
| 3Y | -4.0% | +11.9% | -15.8% | -8.2% |
| All | +5.0% | -18.0% | +23.0% | +14.2% |
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