+125.2%
ETR vs TSN
-18.6%
+143.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.7% |
| 7D | -1.9% | +1.4% | -3.3% | -2.2% |
| 30D | -0.2% | -6.2% | +6.0% | +1.2% |
| 3M | -3.7% | -5.7% | +1.9% | -2.7% |
| 6M | +2.1% | -11.4% | +13.4% | +4.5% |
| YTD | +16.5% | -8.2% | +24.6% | +18.0% |
| 1Y | +22.5% | -2.0% | +24.5% | +21.9% |
| 3Y | +144.7% | +11.9% | +132.8% | +131.5% |
| 5Y | +125.2% | -17.8% | +143.0% | +121.9% |
| All | +125.2% | -18.6% | +143.8% | +121.9% |
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 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