+988.3%
XLE vs TSN
+348.7%
+639.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -12.0% | +4.6% | -16.6% | -13.1% |
| 30D | -2.7% | +15.4% | -18.2% | -6.4% |
| 3M | +6.6% | +2.9% | +3.7% | +5.5% |
| 6M | +9.5% | -10.8% | +20.3% | +12.1% |
| YTD | +40.6% | +4.5% | +36.1% | +37.5% |
| 1Y | +43.6% | +19.5% | +24.1% | +35.4% |
| 3Y | +58.1% | +42.2% | +15.9% | +40.8% |
| 5Y | +152.2% | -14.2% | +166.4% | +153.5% |
| 10Y | +172.9% | +15.4% | +157.6% | +148.5% |
| All | +988.3% | +348.7% | +639.6% | +487.3% |
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