+1,458.7%
ET vs TSN
+422.5%
+1,036.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.5% |
| 7D | +0.9% | -6.3% | +7.2% | +2.6% |
| 30D | +7.5% | -10.8% | +18.3% | +10.7% |
| 3M | +11.4% | -8.8% | +20.2% | +13.8% |
| 6M | +18.5% | -16.8% | +35.4% | +23.7% |
| YTD | +37.4% | -10.0% | +47.4% | +40.1% |
| 1Y | +30.9% | -5.3% | +36.2% | +31.3% |
| 3Y | +98.7% | +8.5% | +90.2% | +88.9% |
| 5Y | +230.7% | -22.9% | +253.6% | +241.6% |
| 10Y | +175.6% | -12.6% | +188.2% | +163.7% |
| All | +1,458.7% | +422.5% | +1,036.2% | +680.9% |
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