+124.8%
XRT vs TSN
-9.4%
+134.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | -2.4% | -7.3% | +4.9% | -0.2% |
| 30D | -6.9% | -8.6% | +1.7% | -4.4% |
| 3M | -0.4% | -7.5% | +7.1% | +1.8% |
| 6M | +2.2% | -14.1% | +16.4% | +6.4% |
| YTD | -0.7% | -9.4% | +8.8% | +1.3% |
| 1Y | -2.0% | -4.1% | +2.1% | -2.2% |
| 3Y | +41.0% | +10.3% | +30.7% | +31.9% |
| 5Y | -3.3% | -19.7% | +16.4% | +0.1% |
| 10Y | +124.8% | -7.0% | +131.9% | +105.0% |
| All | +124.8% | -9.4% | +134.3% | +105.0% |
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