+24.3%
XLP vs TSN
+19.9%
+4.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.4% | -2.0% | +2.2% |
| 7D | +5.9% | +8.4% | -2.6% | +4.1% |
| 30D | +13.5% | +16.1% | -2.6% | +10.2% |
| 3M | +8.4% | +3.2% | +5.3% | +7.5% |
| 6M | +11.5% | -11.1% | +22.7% | +12.6% |
| YTD | +20.6% | +5.1% | +15.6% | +18.7% |
| 1Y | +24.3% | +19.4% | +4.9% | +21.4% |
| All | +24.3% | +19.9% | +4.4% | +21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling