+67.3%
ED vs TSN
-20.8%
+88.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.5% |
| 7D | +0.5% | -5.0% | +5.6% | +1.6% |
| 30D | +1.1% | -9.1% | +10.2% | +3.2% |
| 3M | +4.6% | -7.4% | +12.1% | +6.2% |
| 6M | -2.0% | -13.4% | +11.4% | +0.8% |
| YTD | +11.7% | -8.5% | +20.2% | +13.2% |
| 1Y | +15.7% | -3.2% | +18.9% | +15.4% |
| 3Y | +34.4% | +11.5% | +22.9% | +28.4% |
| 5Y | +67.3% | -19.5% | +86.8% | +63.4% |
| All | +67.3% | -20.8% | +88.1% | +63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling