-0.7%
XRT vs TSN
-20.8%
+20.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.8% | -2.7% |
| 7D | -0.3% | -5.0% | +4.8% | +1.2% |
| 30D | -5.6% | -9.1% | +3.4% | -3.1% |
| 3M | +2.5% | -7.4% | +10.0% | +4.7% |
| 6M | +3.7% | -13.4% | +17.0% | +7.3% |
| YTD | +1.0% | -8.5% | +9.5% | +2.4% |
| 1Y | -1.2% | -3.2% | +2.0% | -2.0% |
| 3Y | +43.4% | +11.5% | +31.9% | +31.2% |
| 5Y | -0.7% | -19.5% | +18.8% | +4.4% |
| All | -0.7% | -20.8% | +20.1% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling