+26.4%
ET vs TSN
+19.9%
+6.5%
-10.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.4% | -8.9% | -3.6% |
| 7D | -6.0% | +8.4% | -14.5% | -6.3% |
| 30D | -6.1% | +16.1% | -22.2% | -6.7% |
| 3M | -2.7% | +3.2% | -5.8% | -2.8% |
| 6M | +0.2% | -11.1% | +11.4% | +1.3% |
| YTD | +24.3% | +5.1% | +19.3% | +22.7% |
| 1Y | +26.4% | +19.4% | +7.0% | +23.4% |
| All | +26.4% | +19.9% | +6.5% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling