-25.1%
TGT vs TSN
-17.2%
-7.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.3% |
| 7D | -5.2% | +3.0% | -8.3% | -6.3% |
| 30D | +1.2% | -4.2% | +5.4% | +2.6% |
| 3M | +18.4% | -3.9% | +22.3% | +19.7% |
| 6M | +33.4% | -9.8% | +43.3% | +37.3% |
| YTD | +63.8% | -7.3% | +71.1% | +65.9% |
| 1Y | +77.2% | -2.2% | +79.4% | +74.8% |
| 3Y | +41.8% | +11.9% | +29.9% | +28.6% |
| All | -25.1% | -17.2% | -7.9% | -14.4% |
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