+120.4%
XLK vs TSN
+13.0%
+107.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.4% |
| 7D | +0.2% | +3.0% | -2.8% | +0.5% |
| 30D | -0.6% | -4.2% | +3.6% | -0.9% |
| 3M | +2.6% | -3.9% | +6.4% | +2.2% |
| 6M | +34.0% | -9.8% | +43.8% | +33.1% |
| YTD | +30.7% | -7.3% | +37.9% | +30.0% |
| 1Y | +39.2% | -2.2% | +41.4% | +38.6% |
| 3Y | +120.4% | +11.9% | +108.5% | +109.6% |
| All | +120.4% | +13.0% | +107.5% | +109.6% |
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