+7,595.3%
EW vs TSN
+780.3%
+6,814.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | +6.5% | -0.3% | +6.7% | +6.5% |
| 30D | +22.5% | +11.8% | +10.7% | +20.1% |
| 3M | +13.0% | +7.1% | +5.9% | +11.5% |
| 6M | +37.1% | -9.2% | +46.3% | +39.1% |
| YTD | +24.1% | +4.8% | +19.3% | +22.4% |
| 1Y | +24.2% | +11.6% | +12.6% | +21.0% |
| 3Y | +64.8% | +41.5% | +23.2% | +51.8% |
| 5Y | -7.4% | -15.5% | +8.1% | -7.0% |
| 10Y | +248.8% | +16.9% | +231.9% | +220.6% |
| All | +7,595.3% | +780.3% | +6,814.9% | +4,362.8% |
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