+248.8%
XLF vs TSN
-4.9%
+253.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.4% |
| 7D | -1.5% | +3.0% | -4.5% | -2.4% |
| 30D | -1.2% | -4.2% | +3.0% | -0.1% |
| 3M | +9.2% | -3.9% | +13.1% | +10.1% |
| 6M | +16.3% | -9.8% | +26.2% | +19.0% |
| YTD | +5.4% | -7.3% | +12.7% | +6.6% |
| 1Y | +7.6% | -2.2% | +9.8% | +6.7% |
| 3Y | +74.2% | +11.9% | +62.3% | +62.5% |
| 5Y | +66.1% | -16.9% | +83.1% | +69.3% |
| All | +248.8% | -4.9% | +253.8% | +221.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling