+139.9%
XLC vs TSN
-7.5%
+147.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -1.4% | -7.3% | +5.9% | +0.2% |
| 30D | -0.9% | -8.6% | +7.7% | +1.0% |
| 3M | -0.3% | -7.5% | +7.2% | +1.2% |
| 6M | -5.2% | -14.1% | +9.0% | -2.4% |
| YTD | -5.3% | -9.4% | +4.1% | -3.8% |
| 1Y | -2.8% | -4.1% | +1.3% | -2.8% |
| 3Y | +71.2% | +10.3% | +60.9% | +62.8% |
| 5Y | +37.6% | -19.7% | +57.3% | +40.9% |
| All | +139.9% | -7.5% | +147.4% | +114.5% |
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 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