+296.9%
ETR vs TSN
-7.2%
+304.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.2% | -1.0% |
| 7D | +0.4% | -7.3% | +7.7% | +2.2% |
| 30D | +2.0% | -8.6% | +10.7% | +4.3% |
| 3M | -1.7% | -7.5% | +5.8% | 0.0% |
| 6M | +3.6% | -14.1% | +17.7% | +7.1% |
| YTD | +18.0% | -9.4% | +27.5% | +20.2% |
| 1Y | +26.2% | -4.1% | +30.3% | +26.3% |
| 3Y | +148.0% | +10.3% | +137.7% | +136.4% |
| 5Y | +126.1% | -19.7% | +145.8% | +131.3% |
| All | +296.9% | -7.2% | +304.1% | +274.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling