+1,117.4%
XLI vs TSN
+286.6%
+830.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | -1.1% | -6.3% | +5.3% | +0.3% |
| 30D | -5.9% | -10.8% | +4.9% | -3.5% |
| 3M | -0.3% | -8.8% | +8.5% | +1.5% |
| 6M | +0.1% | -16.8% | +16.9% | +3.8% |
| YTD | +13.6% | -10.0% | +23.6% | +15.5% |
| 1Y | +17.2% | -5.3% | +22.4% | +17.4% |
| 3Y | +68.2% | +8.5% | +59.7% | +61.5% |
| 5Y | +80.7% | -22.9% | +103.6% | +86.2% |
| 10Y | +253.3% | -12.6% | +265.9% | +241.4% |
| All | +1,117.4% | +286.6% | +830.8% | +588.5% |
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