+820.5%
XLB vs TSN
+286.6%
+533.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.2% |
| 7D | -1.4% | -6.3% | +4.9% | +0.2% |
| 30D | -0.4% | -10.8% | +10.4% | +2.4% |
| 3M | +2.0% | -8.8% | +10.7% | +4.1% |
| 6M | +1.8% | -16.8% | +18.6% | +6.0% |
| YTD | +16.6% | -10.0% | +26.6% | +18.9% |
| 1Y | +16.9% | -5.3% | +22.2% | +17.5% |
| 3Y | +32.6% | +8.5% | +24.0% | +27.5% |
| 5Y | +35.6% | -22.9% | +58.6% | +40.6% |
| 10Y | +160.0% | -12.6% | +172.7% | +151.8% |
| All | +820.5% | +286.6% | +533.9% | +414.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling