+170.7%
XLE vs TSN
-9.5%
+180.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.5% |
| 7D | 0.0% | -5.0% | +5.0% | +1.7% |
| 30D | +12.6% | -9.1% | +21.7% | +16.3% |
| 3M | +11.8% | -7.4% | +19.2% | +14.3% |
| 6M | +16.1% | -13.4% | +29.5% | +20.7% |
| YTD | +46.9% | -8.5% | +55.4% | +49.4% |
| 1Y | +53.3% | -3.2% | +56.4% | +52.1% |
| 3Y | +54.9% | +11.5% | +43.4% | +42.8% |
| 5Y | +225.7% | -19.5% | +245.2% | +235.0% |
| 10Y | +170.7% | -9.1% | +179.8% | +149.7% |
| All | +170.7% | -9.5% | +180.2% | +149.7% |
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