+164.2%
XLB vs TSN
+14.5%
+149.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | +0.5% | -1.4% | +2.0% | +1.0% |
| 30D | +5.2% | +8.5% | -3.3% | +2.6% |
| 3M | +0.3% | +5.3% | -5.0% | -1.4% |
| 6M | +1.2% | -10.5% | +11.7% | +4.1% |
| YTD | +16.6% | +3.0% | +13.7% | +14.4% |
| 1Y | +21.4% | +12.1% | +9.3% | +15.9% |
| 3Y | +43.2% | +43.1% | +0.1% | +24.7% |
| 5Y | +28.0% | -15.1% | +43.1% | +30.0% |
| All | +164.2% | +14.5% | +149.7% | +135.8% |
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