+82.2%
UBER vs TSN
-18.0%
+100.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -3.9% | -6.3% | +2.4% | -1.3% |
| 30D | +11.1% | -10.8% | +21.9% | +16.4% |
| 3M | +4.9% | -8.8% | +13.7% | +8.6% |
| 6M | -1.2% | -16.8% | +15.7% | +5.5% |
| YTD | -7.3% | -10.0% | +2.7% | -4.7% |
| 1Y | -17.6% | -5.3% | -12.4% | -17.9% |
| 3Y | +61.1% | +8.5% | +52.5% | +43.8% |
| 5Y | +87.9% | -22.9% | +110.8% | +95.8% |
| All | +82.2% | -18.0% | +100.2% | +26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling