+34.1%
XLP vs TSN
-22.4%
+56.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -1.0% | -6.3% | +5.3% | +0.5% |
| 30D | -0.9% | -10.8% | +9.9% | +1.9% |
| 3M | +3.8% | -8.8% | +12.6% | +6.0% |
| 6M | -1.7% | -16.8% | +15.1% | +2.4% |
| YTD | +10.3% | -10.0% | +20.3% | +12.4% |
| 1Y | +7.8% | -5.3% | +13.0% | +8.2% |
| 3Y | +27.2% | +8.5% | +18.7% | +22.4% |
| All | +34.1% | -22.4% | +56.5% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling