+508.9%
XLP vs TSN
+286.6%
+222.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -1.0% | -6.3% | +5.3% | 0.0% |
| 30D | -0.9% | -10.8% | +9.9% | +1.0% |
| 3M | +3.8% | -8.8% | +12.6% | +5.3% |
| 6M | -1.7% | -16.8% | +15.1% | +1.0% |
| YTD | +10.3% | -10.0% | +20.3% | +11.8% |
| 1Y | +7.8% | -5.3% | +13.0% | +8.3% |
| 3Y | +27.2% | +8.5% | +18.7% | +24.4% |
| 5Y | +32.5% | -22.9% | +55.5% | +36.0% |
| 10Y | +101.8% | -12.6% | +114.4% | +97.5% |
| All | +508.9% | +286.6% | +222.3% | +324.7% |
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