+73.0%
XLF vs TSN
+11.8%
+61.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.6% |
| 7D | -2.9% | +1.4% | -4.2% | -3.1% |
| 30D | -1.6% | -6.2% | +4.6% | -0.7% |
| 3M | +9.3% | -5.7% | +14.9% | +10.1% |
| 6M | +14.6% | -11.4% | +25.9% | +16.2% |
| YTD | +4.7% | -8.2% | +12.9% | +5.3% |
| 1Y | +8.6% | -2.0% | +10.7% | +7.4% |
| All | +73.0% | +11.8% | +61.2% | +61.5% |
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