+82.9%
ED vs TSN
-14.6%
+97.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.2% |
| 7D | +1.6% | +4.6% | -3.0% | +0.6% |
| 30D | +13.3% | +15.4% | -2.1% | +9.7% |
| 3M | +9.7% | +2.9% | +6.8% | +8.9% |
| 6M | +12.8% | -10.8% | +23.6% | +15.3% |
| YTD | +22.3% | +4.5% | +17.8% | +20.3% |
| 1Y | +26.3% | +19.5% | +6.8% | +20.0% |
| 3Y | +45.0% | +42.2% | +2.8% | +31.7% |
| All | +82.9% | -14.6% | +97.5% | +79.0% |
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