+552.8%
XLP vs TSN
+348.7%
+204.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | +0.7% | +4.6% | -3.9% | 0.0% |
| 30D | +10.3% | +15.4% | -5.2% | +7.7% |
| 3M | +6.5% | +2.9% | +3.6% | +5.9% |
| 6M | +8.4% | -10.8% | +19.2% | +10.2% |
| YTD | +18.2% | +4.5% | +13.7% | +16.9% |
| 1Y | +22.4% | +19.5% | +2.9% | +18.3% |
| 3Y | +41.9% | +42.2% | -0.3% | +32.7% |
| 5Y | +40.9% | -14.2% | +55.1% | +41.9% |
| 10Y | +128.4% | +15.4% | +113.0% | +114.1% |
| All | +552.8% | +348.7% | +204.1% | +344.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling