+1,335.7%
ET vs TSN
+508.4%
+827.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +1.8% | -0.3% | +2.0% | +1.8% |
| 30D | -3.0% | +11.8% | -14.7% | -6.0% |
| 3M | -4.7% | +7.1% | -11.8% | -6.7% |
| 6M | +2.7% | -9.2% | +11.8% | +4.7% |
| YTD | +26.5% | +4.8% | +21.7% | +23.6% |
| 1Y | +25.0% | +11.6% | +13.3% | +19.7% |
| 3Y | +85.4% | +41.5% | +43.8% | +63.5% |
| 5Y | +215.5% | -15.5% | +231.0% | +217.9% |
| 10Y | +161.3% | +16.9% | +144.5% | +131.8% |
| All | +1,335.7% | +508.4% | +827.3% | +588.9% |
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