+168.8%
XLB vs TSN
+17.5%
+151.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | -1.6% | -0.3% | -1.4% | -1.6% |
| 30D | +7.2% | +11.8% | -4.5% | +3.7% |
| 3M | 0.0% | +7.1% | -7.0% | -2.2% |
| 6M | +2.3% | -9.2% | +11.5% | +4.8% |
| YTD | +18.4% | +4.8% | +13.6% | +15.6% |
| 1Y | +23.3% | +11.6% | +11.7% | +17.9% |
| 3Y | +45.2% | +41.5% | +3.6% | +26.9% |
| 5Y | +31.0% | -15.5% | +46.5% | +33.3% |
| 10Y | +168.8% | +16.9% | +151.9% | +139.0% |
| All | +168.8% | +17.5% | +151.3% | +139.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling