+151.1%
ETR vs TSN
-14.8%
+166.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | +1.2% | -1.4% | +2.6% | +1.5% |
| 30D | +7.0% | +8.5% | -1.5% | +5.0% |
| 3M | +4.6% | +5.3% | -0.7% | +3.2% |
| 6M | +0.1% | -10.5% | +10.6% | +2.5% |
| YTD | +23.2% | +3.0% | +20.2% | +21.5% |
| 1Y | +20.6% | +12.1% | +8.4% | +16.3% |
| 3Y | +156.3% | +43.1% | +113.2% | +128.5% |
| All | +151.1% | -14.8% | +166.0% | +148.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling