+580.0%
XYZ vs TSN
-9.5%
+589.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.8% |
| 7D | +2.9% | -5.0% | +7.9% | +4.6% |
| 30D | +1.4% | -9.1% | +10.5% | +4.6% |
| 3M | +14.6% | -7.4% | +22.0% | +17.3% |
| 6M | +20.8% | -13.4% | +34.1% | +25.6% |
| YTD | +23.1% | -8.5% | +31.6% | +25.5% |
| 1Y | +5.6% | -3.2% | +8.8% | +5.1% |
| 3Y | +50.9% | +11.5% | +39.4% | +38.7% |
| 5Y | -68.6% | -19.5% | -49.0% | -67.2% |
| 10Y | +580.0% | -9.1% | +589.1% | +519.4% |
| All | +580.0% | -9.5% | +589.5% | +519.4% |
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 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