-10.4%
TSCO vs TSN
-17.2%
+6.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.8% |
| 7D | -5.7% | +3.0% | -8.7% | -6.3% |
| 30D | -8.8% | -4.2% | -4.6% | -8.0% |
| 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% | -32.3% |
| 1Y | -43.7% | -2.2% | -41.5% | -44.3% |
| 3Y | -19.7% | +11.9% | -31.5% | -23.9% |
| All | -10.4% | -17.2% | +6.8% | -0.7% |
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