+5.6%
XYZ vs TSN
-3.0%
+8.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.3% |
| 7D | +2.9% | -5.0% | +7.9% | +3.2% |
| 30D | +1.4% | -9.1% | +10.5% | +2.1% |
| 3M | +14.6% | -7.4% | +22.0% | +15.4% |
| 6M | +20.8% | -13.4% | +34.1% | +21.3% |
| YTD | +23.1% | -8.5% | +31.6% | +26.5% |
| 1Y | +5.6% | -3.2% | +8.8% | +12.4% |
| All | +5.6% | -3.0% | +8.6% | +12.4% |
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 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