+146.4%
ED vs TSN
+14.5%
+131.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.5% |
| 7D | +2.1% | -1.4% | +3.5% | +2.3% |
| 30D | +10.4% | +8.5% | +1.9% | +9.0% |
| 3M | +12.5% | +5.3% | +7.3% | +11.5% |
| 6M | +14.9% | -10.5% | +25.4% | +16.7% |
| YTD | +24.8% | +3.0% | +21.9% | +23.7% |
| 1Y | +23.8% | +12.1% | +11.7% | +21.0% |
| 3Y | +51.6% | +43.1% | +8.5% | +42.4% |
| 5Y | +86.4% | -15.1% | +101.5% | +87.0% |
| All | +146.4% | +14.5% | +131.9% | +140.9% |
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