-13.3%
TSLA vs TSN
+19.9%
-33.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.4% | -8.7% | -2.8% |
| 7D | -4.7% | +8.4% | -13.1% | -3.9% |
| 30D | +1.7% | +16.1% | -14.4% | +3.0% |
| 3M | +17.7% | +3.2% | +14.5% | +18.1% |
| 6M | -1.9% | -11.1% | +9.3% | -0.2% |
| YTD | -14.3% | +5.1% | -19.4% | -16.6% |
| 1Y | -13.3% | +19.4% | -32.7% | -21.6% |
| All | -13.3% | +19.9% | -33.2% | -21.6% |
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