+133.3%
TSN vs ALLE
+260.9%
-127.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.0% |
| 7D | -6.3% | -0.2% | -6.1% | -6.3% |
| 30D | -10.8% | -6.8% | -4.0% | -9.0% |
| 3M | -8.8% | +21.0% | -29.8% | -14.2% |
| 6M | -16.8% | +1.1% | -17.9% | -17.6% |
| YTD | -10.0% | -0.5% | -9.5% | -10.6% |
| 1Y | -5.3% | -7.3% | +2.0% | -4.0% |
| 3Y | +8.5% | +42.3% | -33.7% | -5.3% |
| 5Y | -22.9% | +13.5% | -36.4% | -29.0% |
| 10Y | -12.6% | +144.0% | -156.7% | -35.5% |
| All | +133.3% | +260.9% | -127.6% | +60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling