+164.5%
XLB vs TSN
-9.4%
+174.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | 0.0% | -0.8% |
| 7D | -2.9% | -7.3% | +4.3% | -0.9% |
| 30D | -3.4% | -8.6% | +5.3% | -0.9% |
| 3M | +1.6% | -7.5% | +9.1% | +3.7% |
| 6M | +3.6% | -14.1% | +17.8% | +7.6% |
| YTD | +14.2% | -9.4% | +23.7% | +16.5% |
| 1Y | +15.6% | -4.1% | +19.7% | +15.6% |
| 3Y | +33.1% | +10.3% | +22.8% | +25.7% |
| 5Y | +35.1% | -19.7% | +54.8% | +39.1% |
| 10Y | +164.5% | -7.0% | +171.6% | +149.0% |
| All | +164.5% | -9.4% | +174.0% | +149.0% |
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