+631.5%
XLU vs TSN
+298.4%
+333.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | -1.6% | +3.0% | -4.6% | -2.1% |
| 30D | -3.3% | -4.2% | +0.9% | -2.7% |
| 3M | -3.2% | -3.9% | +0.7% | -2.7% |
| 6M | -7.0% | -9.8% | +2.9% | -5.7% |
| YTD | +0.6% | -7.3% | +7.9% | +1.5% |
| 1Y | +2.4% | -2.2% | +4.6% | +2.2% |
| 3Y | +46.3% | +11.9% | +34.4% | +41.9% |
| 5Y | +44.0% | -16.9% | +60.9% | +45.5% |
| 10Y | +140.1% | -4.8% | +144.8% | +130.8% |
| All | +631.5% | +298.4% | +333.1% | +394.8% |
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