+4.6%
TSLA vs TSN
-5.8%
+10.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.7% | -5.3% | -6.0% |
| 7D | +1.5% | -6.3% | +7.8% | +0.8% |
| 30D | +10.1% | -10.8% | +20.9% | +9.0% |
| 3M | -15.4% | -8.8% | -6.6% | -16.2% |
| 6M | -12.8% | -16.8% | +4.0% | -13.9% |
| YTD | -21.3% | -10.0% | -11.3% | -23.2% |
| 1Y | +4.6% | -5.3% | +9.8% | +2.8% |
| All | +4.6% | -5.8% | +10.4% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling