+269.4%
TEVA vs TSN
+13.0%
+256.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.8% |
| 7D | +2.0% | +3.0% | -1.0% | +1.4% |
| 30D | +1.0% | -4.2% | +5.1% | +1.8% |
| 3M | +7.3% | -3.9% | +11.2% | +7.9% |
| 6M | +21.7% | -9.8% | +31.6% | +23.7% |
| YTD | +18.8% | -7.3% | +26.1% | +20.0% |
| 1Y | +86.5% | -2.2% | +88.7% | +85.8% |
| 3Y | +269.4% | +11.9% | +257.5% | +243.0% |
| All | +269.4% | +13.0% | +256.5% | +243.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling