+133.2%
XRT vs TSN
+14.5%
+118.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.7% |
| 7D | +1.7% | -1.4% | +3.2% | +2.2% |
| 30D | +7.5% | +8.5% | -1.0% | +4.7% |
| 3M | +2.2% | +5.3% | -3.1% | +0.3% |
| 6M | +14.7% | -10.5% | +25.2% | +18.3% |
| YTD | +7.5% | +3.0% | +4.5% | +5.2% |
| 1Y | +14.1% | +12.1% | +2.0% | +8.2% |
| 3Y | +58.8% | +43.1% | +15.7% | +35.6% |
| 5Y | -3.9% | -15.1% | +11.2% | -2.1% |
| All | +133.2% | +14.5% | +118.7% | +104.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling