+1,096.1%
XLY vs TSN
+294.5%
+801.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.8% |
| 7D | -3.9% | +1.4% | -5.2% | -4.2% |
| 30D | -6.1% | -6.2% | +0.1% | -4.8% |
| 3M | -1.2% | -5.7% | +4.5% | -0.1% |
| 6M | -1.8% | -11.4% | +9.6% | +0.4% |
| YTD | -5.9% | -8.2% | +2.3% | -4.7% |
| 1Y | -3.1% | -2.0% | -1.1% | -3.6% |
| 3Y | +36.0% | +11.9% | +24.1% | +29.5% |
| 5Y | +27.6% | -17.8% | +45.3% | +29.6% |
| 10Y | +216.8% | -5.7% | +222.5% | +199.3% |
| All | +1,096.1% | +294.5% | +801.6% | +560.2% |
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