-68.9%
XYZ vs TSN
-22.4%
-46.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.5% |
| 7D | -1.0% | -6.3% | +5.3% | +1.2% |
| 30D | -1.7% | -10.8% | +9.1% | +2.3% |
| 3M | +16.7% | -8.8% | +25.5% | +20.2% |
| 6M | +26.9% | -16.8% | +43.7% | +34.2% |
| YTD | +27.1% | -10.0% | +37.1% | +30.4% |
| 1Y | +9.3% | -5.3% | +14.5% | +9.3% |
| 3Y | +42.3% | +8.5% | +33.7% | +26.4% |
| All | -68.9% | -22.4% | -46.5% | -62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling