+4,316.7%
ETR vs TSN
+890.5%
+3,426.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | +1.4% | -6.3% | +7.8% | +2.4% |
| 30D | +1.0% | -10.8% | +11.8% | +2.7% |
| 3M | -1.3% | -8.8% | +7.5% | 0.0% |
| 6M | +1.9% | -16.8% | +18.7% | +4.6% |
| YTD | +18.2% | -10.0% | +28.2% | +19.7% |
| 1Y | +24.7% | -5.3% | +29.9% | +25.1% |
| 3Y | +150.7% | +8.5% | +142.2% | +145.0% |
| 5Y | +127.0% | -22.9% | +150.0% | +132.3% |
| 10Y | +295.5% | -12.6% | +308.1% | +287.7% |
| All | +4,316.7% | +890.5% | +3,426.3% | +2,728.5% |
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