+1,024.7%
XLE vs TSN
+286.6%
+738.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | +2.2% | -6.3% | +8.5% | +3.9% |
| 30D | +11.8% | -10.8% | +22.6% | +15.0% |
| 3M | +9.8% | -8.8% | +18.6% | +12.0% |
| 6M | +15.6% | -16.8% | +32.4% | +20.4% |
| YTD | +45.3% | -10.0% | +55.3% | +48.0% |
| 1Y | +48.3% | -5.3% | +53.6% | +48.7% |
| 3Y | +55.4% | +8.5% | +46.9% | +48.7% |
| 5Y | +216.1% | -22.9% | +239.0% | +227.3% |
| 10Y | +178.4% | -12.6% | +191.0% | +171.5% |
| All | +1,024.7% | +286.6% | +738.1% | +532.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling