+851.5%
DE vs TSN
-4.9%
+856.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.6% |
| 7D | -2.6% | +3.0% | -5.6% | -3.4% |
| 30D | +9.0% | -4.2% | +13.2% | +10.3% |
| 3M | +19.1% | -3.9% | +23.0% | +20.1% |
| 6M | +14.4% | -9.8% | +24.2% | +17.0% |
| YTD | +45.9% | -7.3% | +53.2% | +47.8% |
| 1Y | +43.6% | -2.2% | +45.8% | +42.7% |
| 3Y | +75.9% | +11.9% | +64.0% | +65.6% |
| 5Y | +98.8% | -16.9% | +115.7% | +102.6% |
| All | +851.5% | -4.9% | +856.4% | +764.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling