+30.8%
XLV vs TSN
+13.0%
+17.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | -3.6% | +3.0% | -6.6% | -4.0% |
| 30D | -1.8% | -4.2% | +2.4% | -1.2% |
| 3M | +7.8% | -3.9% | +11.7% | +8.3% |
| 6M | +9.1% | -9.8% | +18.9% | +10.4% |
| YTD | +7.7% | -7.3% | +15.0% | +8.3% |
| 1Y | +20.4% | -2.2% | +22.6% | +19.5% |
| 3Y | +30.8% | +11.9% | +18.9% | +24.8% |
| All | +30.8% | +13.0% | +17.8% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling