+998.7%
XLE vs TSN
+353.3%
+645.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | -6.7% | +5.8% | -12.5% | -8.2% |
| 30D | -4.4% | +12.8% | -17.2% | -7.5% |
| 3M | +4.0% | +6.5% | -2.5% | +2.0% |
| 6M | +13.2% | -10.3% | +23.4% | +15.6% |
| YTD | +41.9% | +5.5% | +36.4% | +38.4% |
| 1Y | +41.6% | +15.8% | +25.8% | +34.7% |
| 3Y | +64.0% | +42.5% | +21.4% | +45.9% |
| 5Y | +158.1% | -14.3% | +172.5% | +159.6% |
| 10Y | +163.9% | +18.2% | +145.7% | +139.0% |
| All | +998.7% | +353.3% | +645.4% | +491.4% |
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