+533.2%
XYZ vs TSN
+49.1%
+484.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.5% |
| 7D | -1.0% | -6.3% | +5.3% | +1.0% |
| 30D | -1.7% | -10.8% | +9.1% | +1.8% |
| 3M | +16.7% | -8.8% | +25.5% | +19.8% |
| 6M | +26.9% | -16.8% | +43.7% | +33.4% |
| YTD | +27.1% | -10.0% | +37.1% | +30.3% |
| 1Y | +9.3% | -5.3% | +14.5% | +9.6% |
| 3Y | +42.3% | +8.5% | +33.7% | +33.1% |
| 5Y | -69.3% | -22.9% | -46.4% | -67.6% |
| 10Y | +586.8% | -12.6% | +599.4% | +532.6% |
| All | +533.2% | +49.1% | +484.1% | +529.2% |
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