-5.3%
TSN vs XHB
-9.3%
+4.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.6% | -0.8% |
| 7D | -6.3% | -1.3% | -5.0% | -6.2% |
| 30D | -10.8% | -6.9% | -3.9% | -10.1% |
| 3M | -8.8% | -1.3% | -7.5% | -8.8% |
| 6M | -16.8% | -6.8% | -10.0% | -16.0% |
| YTD | -10.0% | +0.7% | -10.7% | -11.4% |
| 1Y | -5.3% | -11.2% | +6.0% | -3.2% |
| All | -5.3% | -9.3% | +4.0% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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