-5.3%
TSN vs USHY
+4.6%
-9.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.6% |
| 7D | -6.3% | -0.1% | -6.2% | -6.3% |
| 30D | -10.8% | +0.1% | -10.9% | -10.9% |
| 3M | -8.8% | +0.8% | -9.6% | -9.1% |
| 6M | -16.8% | +1.7% | -18.6% | -17.3% |
| YTD | -10.0% | +2.5% | -12.5% | -11.5% |
| 1Y | -5.3% | +4.4% | -9.7% | -8.9% |
| All | -5.3% | +4.6% | -9.8% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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