+18.2%
TSN vs ALLE
+217.2%
-199.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | +5.8% | +0.1% | +5.8% | +5.8% |
| 30D | +12.8% | +25.9% | -13.1% | +4.7% |
| 3M | +6.5% | +14.9% | -8.4% | +1.6% |
| 6M | -10.3% | +42.1% | -52.4% | -20.3% |
| YTD | +5.5% | +20.4% | -14.9% | -1.7% |
| 1Y | +15.8% | +14.9% | +0.9% | +9.6% |
| 3Y | +42.5% | +90.1% | -47.6% | +11.5% |
| 5Y | -14.3% | +53.0% | -67.3% | -29.1% |
| 10Y | +18.2% | +208.8% | -190.6% | -24.5% |
| All | +18.2% | +217.2% | -199.0% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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