+110.7%
ED vs TSN
-9.4%
+120.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -0.2% | -7.3% | +7.1% | +1.0% |
| 30D | +1.9% | -8.6% | +10.6% | +3.4% |
| 3M | +1.9% | -7.5% | +9.4% | +3.0% |
| 6M | -2.3% | -14.1% | +11.9% | -0.1% |
| YTD | +10.9% | -9.4% | +20.3% | +12.2% |
| 1Y | +14.5% | -4.1% | +18.6% | +14.7% |
| 3Y | +33.4% | +10.3% | +23.1% | +30.2% |
| 5Y | +67.3% | -19.7% | +87.0% | +69.8% |
| 10Y | +110.7% | -7.0% | +117.7% | +110.8% |
| All | +110.7% | -9.4% | +120.1% | +110.8% |
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 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