+18.1%
EW vs TSN
+10.8%
+7.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | -0.3% | -6.3% | +6.0% | -0.2% |
| 30D | +1.0% | -10.8% | +11.9% | +1.2% |
| 3M | +2.8% | -8.8% | +11.6% | +3.0% |
| 6M | +5.5% | -16.8% | +22.3% | +5.6% |
| YTD | +5.5% | -10.0% | +15.5% | +5.6% |
| 1Y | +11.0% | -5.3% | +16.3% | +10.9% |
| All | +18.1% | +10.8% | +7.3% | +14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling