+554.0%
XYZ vs TSN
+73.1%
+480.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.0% |
| 7D | +12.1% | +4.6% | +7.5% | +10.7% |
| 30D | +12.4% | +15.4% | -3.1% | +7.4% |
| 3M | +8.2% | +2.9% | +5.3% | +7.1% |
| 6M | +20.7% | -10.8% | +31.5% | +24.8% |
| YTD | +31.3% | +4.5% | +26.9% | +28.3% |
| 1Y | +20.5% | +19.5% | +1.0% | +12.1% |
| 3Y | +72.6% | +42.2% | +30.4% | +47.2% |
| 5Y | -64.0% | -14.2% | -49.8% | -63.3% |
| 10Y | +601.8% | +15.4% | +586.4% | +516.6% |
| All | +554.0% | +73.1% | +480.9% | +519.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling