+141.8%
ED vs TSN
+17.5%
+124.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | -0.9% | -0.3% | -0.7% | -0.9% |
| 30D | +11.2% | +11.8% | -0.6% | +9.2% |
| 3M | +11.8% | +7.1% | +4.7% | +10.5% |
| 6M | +14.1% | -9.2% | +23.2% | +15.6% |
| YTD | +23.0% | +4.8% | +18.2% | +21.6% |
| 1Y | +23.7% | +11.6% | +12.0% | +20.9% |
| 3Y | +47.7% | +41.5% | +6.2% | +38.9% |
| 5Y | +82.6% | -15.5% | +98.2% | +83.1% |
| 10Y | +141.8% | +16.9% | +124.9% | +135.5% |
| All | +141.8% | +17.5% | +124.3% | +135.5% |
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