+41.9%
XLP vs TSN
+42.3%
-0.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | +0.7% | +4.6% | -3.9% | -0.4% |
| 30D | +10.3% | +15.4% | -5.2% | +6.4% |
| 3M | +6.5% | +2.9% | +3.6% | +5.6% |
| 6M | +8.4% | -10.8% | +19.2% | +11.1% |
| YTD | +18.2% | +4.5% | +13.7% | +15.8% |
| 1Y | +22.4% | +19.5% | +2.9% | +15.4% |
| 3Y | +41.9% | +42.2% | -0.3% | +29.2% |
| All | +41.9% | +42.3% | -0.4% | +29.2% |
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