+415.1%
XLF vs TSN
+293.1%
+122.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.0% | -1.9% |
| 7D | +0.2% | -5.0% | +5.2% | +1.7% |
| 30D | -0.5% | -9.1% | +8.6% | +2.3% |
| 3M | +10.6% | -7.4% | +18.1% | +12.9% |
| 6M | +14.3% | -13.4% | +27.7% | +18.5% |
| YTD | +5.5% | -8.5% | +14.0% | +7.3% |
| 1Y | +9.6% | -3.2% | +12.8% | +9.1% |
| 3Y | +75.2% | +11.5% | +63.7% | +64.4% |
| 5Y | +65.5% | -19.5% | +85.0% | +70.0% |
| 10Y | +246.4% | -9.1% | +255.6% | +226.5% |
| All | +415.1% | +293.1% | +122.0% | +135.0% |
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