+48.3%
XLE vs TSN
-5.8%
+54.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | +2.2% | -6.3% | +8.5% | +2.5% |
| 30D | +11.8% | -10.8% | +22.6% | +12.3% |
| 3M | +9.8% | -8.8% | +18.6% | +10.0% |
| 6M | +15.6% | -16.8% | +32.4% | +16.3% |
| YTD | +45.3% | -10.0% | +55.3% | +43.7% |
| 1Y | +48.3% | -5.3% | +53.6% | +47.5% |
| All | +48.3% | -5.8% | +54.1% | +47.5% |
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