+181.2%
TSCO vs TSN
-4.9%
+186.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.7% |
| 7D | -5.7% | +3.0% | -8.7% | -6.2% |
| 30D | -8.8% | -4.2% | -4.6% | -8.1% |
| 3M | +6.3% | -3.9% | +10.2% | +7.0% |
| 6M | -32.3% | -9.8% | -22.4% | -31.2% |
| YTD | -32.7% | -7.3% | -25.4% | -32.2% |
| 1Y | -43.7% | -2.2% | -41.5% | -44.0% |
| 3Y | -19.7% | +11.9% | -31.5% | -22.7% |
| 5Y | -11.6% | -16.9% | +5.3% | -10.1% |
| All | +181.2% | -4.9% | +186.2% | +167.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling