+136.8%
XLP vs TSN
+17.5%
+119.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -0.5% | -0.3% | -0.3% | -0.5% |
| 30D | +8.3% | +11.8% | -3.4% | +5.7% |
| 3M | +8.7% | +7.1% | +1.6% | +6.9% |
| 6M | +11.2% | -9.2% | +20.3% | +13.3% |
| YTD | +20.0% | +4.8% | +15.2% | +18.1% |
| 1Y | +21.3% | +11.6% | +9.7% | +17.6% |
| 3Y | +43.8% | +41.5% | +2.3% | +31.4% |
| 5Y | +43.3% | -15.5% | +58.9% | +45.4% |
| 10Y | +136.8% | +16.9% | +119.9% | +121.1% |
| All | +136.8% | +17.5% | +119.3% | +121.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling