+99.7%
TXN vs TSN
+19.9%
+79.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.4% | -5.7% | +0.3% |
| 7D | +1.0% | +8.4% | -7.4% | +2.0% |
| 30D | +6.1% | +16.1% | -9.9% | +7.8% |
| 3M | +10.4% | +3.2% | +7.2% | +10.5% |
| 6M | +12.6% | -11.1% | +23.7% | +14.4% |
| YTD | +83.5% | +5.1% | +78.4% | +86.1% |
| 1Y | +99.7% | +19.4% | +80.3% | +100.7% |
| All | +99.7% | +19.9% | +79.8% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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