-6.2%
TSN vs USHY
+50.7%
-56.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -5.0% | 0.0% | -5.1% | -5.1% |
| 30D | -9.1% | 0.0% | -9.1% | -9.1% |
| 3M | -7.4% | +1.2% | -8.6% | -8.5% |
| 6M | -13.4% | +2.6% | -16.0% | -15.7% |
| YTD | -8.5% | +2.4% | -10.9% | -10.8% |
| 1Y | -3.2% | +4.2% | -7.4% | -7.3% |
| 3Y | +11.5% | +28.0% | -16.5% | -13.8% |
| 5Y | -19.5% | +21.8% | -41.3% | -33.9% |
| All | -6.2% | +50.7% | -56.9% | -33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling