+179.2%
XLE vs TSN
+14.5%
+164.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | +5.4% | -1.4% | +6.9% | +5.9% |
| 30D | -3.9% | +8.5% | -12.4% | -6.9% |
| 3M | +7.0% | +5.3% | +1.7% | +4.7% |
| 6M | +14.2% | -10.5% | +24.7% | +17.8% |
| YTD | +48.2% | +3.0% | +45.2% | +44.2% |
| 1Y | +47.7% | +12.1% | +35.6% | +38.9% |
| 3Y | +70.0% | +43.1% | +26.9% | +42.1% |
| 5Y | +169.1% | -15.1% | +184.2% | +172.7% |
| All | +179.2% | +14.5% | +164.7% | +138.8% |
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