+163.9%
XLE vs TSN
+13.2%
+150.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -7.9% | +4.9% | -12.8% | -9.6% |
| 30D | -4.8% | +12.1% | -16.9% | -8.7% |
| 3M | +8.4% | +4.1% | +4.2% | +6.4% |
| 6M | +12.7% | -10.9% | +23.6% | +16.4% |
| YTD | +41.3% | +4.8% | +36.5% | +36.7% |
| 1Y | +42.3% | +17.6% | +24.7% | +31.5% |
| 3Y | +65.1% | +43.2% | +21.9% | +38.2% |
| 5Y | +150.2% | -13.9% | +164.1% | +152.3% |
| 10Y | +163.9% | +11.8% | +152.1% | +124.4% |
| All | +163.9% | +13.2% | +150.7% | +124.4% |
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