+25.1%
XYZ vs TSN
+10.6%
+14.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.8% |
| 7D | -2.1% | -1.4% | -0.7% | -1.8% |
| 30D | +7.0% | +10.2% | -3.1% | +5.6% |
| 3M | +5.1% | +7.2% | -2.1% | +3.9% |
| 6M | +14.1% | -10.6% | +24.6% | +14.4% |
| YTD | +26.4% | +3.7% | +22.7% | +29.0% |
| 1Y | +25.1% | +13.5% | +11.6% | +26.6% |
| All | +25.1% | +10.6% | +14.5% | +26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling