+2,207.4%
ED vs TSN
+890.5%
+1,316.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.7% | -1.3% |
| 7D | -0.2% | -6.3% | +6.1% | +0.5% |
| 30D | -0.1% | -10.8% | +10.7% | +1.1% |
| 3M | +3.9% | -8.8% | +12.7% | +4.9% |
| 6M | -3.0% | -16.8% | +13.8% | -1.1% |
| YTD | +10.7% | -10.0% | +20.7% | +11.8% |
| 1Y | +13.3% | -5.3% | +18.6% | +13.6% |
| 3Y | +34.5% | +8.5% | +26.0% | +32.4% |
| 5Y | +67.1% | -22.9% | +90.1% | +70.0% |
| 10Y | +103.0% | -12.6% | +115.7% | +99.6% |
| All | +2,207.4% | +890.5% | +1,316.9% | +1,370.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling