+58.1%
XLE vs TSN
+42.3%
+15.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -12.0% | +4.6% | -16.6% | -12.6% |
| 30D | -2.7% | +15.4% | -18.2% | -4.8% |
| 3M | +6.6% | +2.9% | +3.7% | +6.0% |
| 6M | +9.5% | -10.8% | +20.3% | +11.6% |
| YTD | +40.6% | +4.5% | +36.1% | +38.1% |
| 1Y | +43.6% | +19.5% | +24.1% | +36.9% |
| 3Y | +58.1% | +42.2% | +15.9% | +46.9% |
| All | +58.1% | +42.3% | +15.8% | +46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling