+2,465.2%
ED vs TSN
+1,061.3%
+1,403.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | +2.1% | +5.8% | -3.7% | +1.4% |
| 30D | +12.4% | +12.8% | -0.4% | +10.9% |
| 3M | +13.1% | +6.5% | +6.7% | +12.2% |
| 6M | +14.1% | -10.3% | +24.3% | +15.3% |
| YTD | +23.1% | +5.5% | +17.5% | +22.0% |
| 1Y | +25.4% | +15.8% | +9.7% | +22.9% |
| 3Y | +47.9% | +42.5% | +5.3% | +41.1% |
| 5Y | +81.9% | -14.3% | +96.2% | +82.6% |
| 10Y | +141.3% | +18.2% | +123.1% | +129.4% |
| All | +2,465.2% | +1,061.3% | +1,403.9% | +1,505.0% |
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 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