+15.8%
TSN vs ALLE
+14.8%
+0.9%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | +5.8% | +0.1% | +5.8% | +5.8% |
| 30D | +12.8% | +25.9% | -13.1% | +8.8% |
| 3M | +6.5% | +14.9% | -8.4% | +3.9% |
| 6M | -10.3% | +42.1% | -52.4% | -15.0% |
| YTD | +5.5% | +20.4% | -14.9% | +2.9% |
| 1Y | +15.8% | +14.9% | +0.9% | +14.1% |
| All | +15.8% | +14.8% | +0.9% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling