+71.5%
XLI vs TSN
+41.9%
+29.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.3% |
| 7D | +3.8% | -1.4% | +5.2% | +3.9% |
| 30D | +1.0% | +8.5% | -7.4% | +0.2% |
| 3M | -8.9% | +5.3% | -14.2% | -9.5% |
| 6M | -2.3% | -10.5% | +8.2% | -1.0% |
| YTD | +9.7% | +3.0% | +6.7% | +8.8% |
| 1Y | +12.3% | +12.1% | +0.2% | +9.8% |
| 3Y | +71.5% | +43.1% | +28.4% | +60.5% |
| All | +71.5% | +41.9% | +29.5% | +60.5% |
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