-28.1%
TGT vs TSN
-14.8%
-13.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +0.6% |
| 7D | +2.6% | -1.4% | +4.1% | +3.2% |
| 30D | +4.7% | +8.5% | -3.8% | +1.6% |
| 3M | +4.6% | +5.3% | -0.7% | +2.3% |
| 6M | +34.9% | -10.5% | +45.4% | +40.0% |
| YTD | +70.9% | +3.0% | +68.0% | +66.4% |
| 1Y | +84.4% | +12.1% | +72.2% | +72.7% |
| 3Y | +69.1% | +43.1% | +26.0% | +37.7% |
| All | -28.1% | -14.8% | -13.3% | -18.4% |
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