-14.0%
TSN vs ALLE
+49.9%
-63.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | +4.6% | -0.6% | +5.2% | +4.8% |
| 30D | +15.4% | +25.3% | -9.9% | +9.3% |
| 3M | +2.9% | +10.3% | -7.4% | +0.3% |
| 6M | -10.8% | +38.0% | -48.8% | -17.9% |
| YTD | +4.5% | +17.8% | -13.3% | -0.2% |
| 1Y | +19.5% | +13.6% | +5.9% | +15.2% |
| 3Y | +42.2% | +89.2% | -47.0% | +17.8% |
| All | -14.0% | +49.9% | -63.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling