+125.6%
EW vs TSN
-9.4%
+135.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -5.1% | -7.3% | +2.2% | -3.7% |
| 30D | -6.4% | -8.6% | +2.3% | -4.8% |
| 3M | -1.6% | -7.5% | +6.0% | -0.2% |
| 6M | +2.3% | -14.1% | +16.4% | +4.9% |
| YTD | +1.1% | -9.4% | +10.5% | +2.4% |
| 1Y | +8.0% | -4.1% | +12.1% | +7.9% |
| 3Y | +16.3% | +10.3% | +6.0% | +10.6% |
| 5Y | -29.4% | -19.7% | -9.7% | -28.0% |
| 10Y | +125.6% | -7.0% | +132.6% | +108.5% |
| All | +125.6% | -9.4% | +135.0% | +108.5% |
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 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