-12.8%
EW vs TSN
-13.6%
+0.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.5% |
| 7D | +12.3% | +4.9% | +7.4% | +11.7% |
| 30D | +22.9% | +12.1% | +10.8% | +21.4% |
| 3M | +16.7% | +4.1% | +12.6% | +16.1% |
| 6M | +31.0% | -10.9% | +41.8% | +32.4% |
| YTD | +22.8% | +4.8% | +18.0% | +21.7% |
| 1Y | +25.6% | +17.6% | +7.9% | +22.4% |
| 3Y | +62.0% | +43.2% | +18.7% | +49.2% |
| 5Y | -12.8% | -13.9% | +1.1% | -6.3% |
| All | -12.8% | -13.6% | +0.8% | -6.3% |
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