+513.3%
XRT vs TSN
+402.6%
+110.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.6% | +1.2% |
| 7D | +0.8% | -6.3% | +7.1% | +2.9% |
| 30D | -4.2% | -10.8% | +6.6% | -0.6% |
| 3M | +5.1% | -8.8% | +13.8% | +8.0% |
| 6M | +2.4% | -16.8% | +19.2% | +8.0% |
| YTD | +3.2% | -10.0% | +13.2% | +5.7% |
| 1Y | +1.5% | -5.3% | +6.8% | +1.9% |
| 3Y | +40.6% | +8.5% | +32.0% | +32.7% |
| 5Y | -1.0% | -22.9% | +21.9% | +3.9% |
| 10Y | +128.4% | -12.6% | +141.1% | +116.9% |
| All | +513.3% | +402.6% | +110.7% | +158.5% |
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