+43.2%
XLP vs TSN
+43.3%
-0.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | +2.3% | +5.8% | -3.5% | +0.8% |
| 30D | +9.1% | +12.8% | -3.7% | +5.8% |
| 3M | +7.9% | +6.5% | +1.4% | +6.0% |
| 6M | +9.6% | -10.3% | +19.9% | +12.1% |
| YTD | +19.4% | +5.5% | +13.9% | +16.8% |
| 1Y | +22.4% | +15.8% | +6.6% | +16.5% |
| 3Y | +43.2% | +42.5% | +0.7% | +30.6% |
| All | +43.2% | +43.3% | -0.1% | +30.6% |
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