+11.6%
TSN vs XHB
+237.3%
-225.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -1.0% |
| 7D | -1.4% | -0.2% | -1.2% | -1.4% |
| 30D | +8.5% | +9.9% | -1.5% | +4.7% |
| 3M | +5.3% | -6.3% | +11.6% | +7.4% |
| 6M | -10.5% | +3.8% | -14.3% | -12.6% |
| YTD | +3.0% | +0.1% | +2.8% | +1.1% |
| 1Y | +12.1% | -0.8% | +12.9% | +10.4% |
| 3Y | +43.1% | +35.6% | +7.5% | +19.4% |
| 5Y | -15.1% | +29.6% | -44.6% | -29.5% |
| All | +11.6% | +237.3% | -225.8% | -44.0% |
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