+11.8%
TSN vs ALLE
+233.6%
-221.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.4% | -0.5% |
| 7D | +4.9% | -0.6% | +5.5% | +5.1% |
| 30D | +12.1% | +26.6% | -14.6% | +3.9% |
| 3M | +4.1% | +13.2% | -9.1% | -0.1% |
| 6M | -10.9% | +42.9% | -53.8% | -20.9% |
| YTD | +4.8% | +21.0% | -16.2% | -2.4% |
| 1Y | +17.6% | +15.2% | +2.5% | +11.3% |
| 3Y | +43.2% | +95.6% | -52.4% | +11.2% |
| 5Y | -13.9% | +53.4% | -67.3% | -28.6% |
| 10Y | +11.8% | +221.5% | -209.6% | -22.7% |
| All | +11.8% | +233.6% | -221.8% | -22.7% |
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