+30.9%
XLB vs TSN
-13.6%
+44.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | -1.4% | +4.9% | -6.2% | -2.5% |
| 30D | +7.1% | +12.1% | -5.0% | +4.1% |
| 3M | +0.6% | +4.1% | -3.5% | -0.5% |
| 6M | +3.5% | -10.9% | +14.4% | +6.2% |
| YTD | +18.2% | +4.8% | +13.4% | +15.8% |
| 1Y | +25.6% | +17.6% | +8.0% | +18.9% |
| 3Y | +46.7% | +43.2% | +3.4% | +29.4% |
| 5Y | +30.9% | -13.9% | +44.8% | +34.7% |
| All | +30.9% | -13.6% | +44.4% | +34.7% |
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