-1.7%
XLC vs TSN
+12.4%
-14.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.1% |
| 7D | +3.7% | -1.4% | +5.2% | +3.9% |
| 30D | -1.9% | +8.5% | -10.4% | -2.6% |
| 3M | -3.1% | +5.3% | -8.4% | -3.6% |
| 6M | -6.4% | -10.5% | +4.1% | -5.6% |
| YTD | -6.8% | +3.0% | -9.8% | -7.3% |
| 1Y | -1.7% | +12.1% | -13.8% | -3.5% |
| All | -1.7% | +12.4% | -14.1% | -3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling