+638.0%
XYZ vs TSN
+13.2%
+624.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.5% |
| 7D | +14.9% | +4.9% | +10.0% | +13.1% |
| 30D | +14.7% | +12.1% | +2.6% | +10.3% |
| 3M | +12.1% | +4.1% | +8.0% | +10.4% |
| 6M | +18.3% | -10.9% | +29.2% | +22.8% |
| YTD | +36.1% | +4.8% | +31.3% | +32.4% |
| 1Y | +35.3% | +17.6% | +17.7% | +25.8% |
| 3Y | +73.5% | +43.2% | +30.3% | +44.8% |
| 5Y | -61.6% | -13.9% | -47.7% | -60.8% |
| 10Y | +638.0% | +11.8% | +626.2% | +532.4% |
| All | +638.0% | +13.2% | +624.8% | +532.4% |
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