+36.5%
XLB vs TSN
-20.8%
+57.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.6% | -1.4% |
| 7D | -0.2% | -5.0% | +4.8% | +1.0% |
| 30D | -1.7% | -9.1% | +7.3% | +0.5% |
| 3M | +4.4% | -7.4% | +11.8% | +6.1% |
| 6M | +5.0% | -13.4% | +18.4% | +8.2% |
| YTD | +15.5% | -8.5% | +24.0% | +17.0% |
| 1Y | +14.9% | -3.2% | +18.1% | +14.4% |
| 3Y | +34.5% | +11.5% | +23.0% | +27.0% |
| 5Y | +36.5% | -19.5% | +56.1% | +43.9% |
| All | +36.5% | -20.8% | +57.3% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling