+561.3%
XLP vs TSN
+352.0%
+209.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +3.5% | +6.9% | -3.4% | +2.3% |
| 30D | +11.6% | +15.7% | -4.1% | +8.9% |
| 3M | +7.6% | +4.3% | +3.4% | +6.8% |
| 6M | +10.0% | -10.6% | +20.6% | +11.9% |
| YTD | +19.7% | +5.2% | +14.5% | +18.3% |
| 1Y | +23.5% | +18.7% | +4.8% | +19.4% |
| 3Y | +44.0% | +41.8% | +2.2% | +34.7% |
| 5Y | +42.7% | -13.6% | +56.3% | +43.6% |
| 10Y | +131.3% | +16.2% | +115.1% | +116.7% |
| All | +561.3% | +352.0% | +209.3% | +349.3% |
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 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