+548.6%
XRT vs TSN
+489.3%
+59.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | +4.1% | +5.8% | -1.7% | +2.2% |
| 30D | +9.9% | +12.8% | -2.9% | +5.6% |
| 3M | +2.3% | +6.5% | -4.2% | -0.1% |
| 6M | +9.6% | -10.3% | +19.8% | +13.0% |
| YTD | +9.1% | +5.5% | +3.6% | +5.9% |
| 1Y | +16.2% | +15.8% | +0.5% | +9.1% |
| 3Y | +60.1% | +42.5% | +17.5% | +37.8% |
| 5Y | -0.5% | -14.3% | +13.9% | +0.8% |
| 10Y | +145.1% | +18.2% | +126.9% | +110.9% |
| All | +548.6% | +489.3% | +59.4% | +159.0% |
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 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