+429.4%
XLF vs TSN
+342.3%
+87.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | +2.7% | -1.4% | +4.1% | +3.1% |
| 30D | +7.6% | +8.5% | -0.9% | +4.9% |
| 3M | +1.1% | +5.3% | -4.2% | -0.8% |
| 6M | +15.9% | -10.5% | +26.4% | +19.3% |
| YTD | +8.4% | +3.0% | +5.5% | +6.2% |
| 1Y | +12.5% | +12.1% | +0.4% | +7.0% |
| 3Y | +81.6% | +43.1% | +38.4% | +57.4% |
| 5Y | +59.3% | -15.1% | +74.3% | +60.9% |
| 10Y | +225.4% | +14.8% | +210.6% | +185.8% |
| All | +429.4% | +342.3% | +87.1% | +132.5% |
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 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