-7.7%
TSN vs XHB
+210.4%
-218.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +2.2% |
| 7D | +1.4% | -5.2% | +6.6% | +3.3% |
| 30D | -6.2% | -12.1% | +6.0% | -1.8% |
| 3M | -5.7% | -6.2% | +0.5% | -4.0% |
| 6M | -11.4% | -6.7% | -4.7% | -10.2% |
| YTD | -8.2% | -5.5% | -2.7% | -7.8% |
| 1Y | -2.0% | -15.6% | +13.6% | +2.7% |
| 3Y | +11.9% | +22.0% | -10.1% | -2.7% |
| 5Y | -17.8% | +31.8% | -49.6% | -32.8% |
| All | -7.7% | +210.4% | -218.1% | -47.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling