+44.4%
XLE vs TSN
+11.7%
+32.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +1.9% |
| 7D | -0.2% | -0.3% | 0.0% | -0.2% |
| 30D | -4.0% | +11.8% | -15.8% | -4.3% |
| 3M | +4.6% | +7.1% | -2.5% | +4.4% |
| 6M | +12.3% | -9.2% | +21.5% | +13.2% |
| YTD | +44.5% | +4.8% | +39.7% | +41.7% |
| All | +44.4% | +11.7% | +32.7% | +40.5% |
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