-19.7%
TSN vs XHB
+34.8%
-54.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.7% |
| 7D | -7.3% | -1.9% | -5.4% | -6.9% |
| 30D | -8.6% | -8.3% | -0.3% | -6.8% |
| 3M | -7.5% | -7.1% | -0.4% | -6.2% |
| 6M | -14.1% | -5.3% | -8.9% | -13.7% |
| YTD | -9.4% | -3.2% | -6.2% | -9.7% |
| 1Y | -4.1% | -13.9% | +9.8% | -1.4% |
| 3Y | +10.3% | +24.9% | -14.6% | -0.4% |
| 5Y | -19.7% | +34.5% | -54.2% | -31.8% |
| All | -19.7% | +34.8% | -54.6% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling