+6,438.2%
EW vs TSN
+656.1%
+5,782.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -0.3% | -6.3% | +6.0% | +0.8% |
| 30D | +1.0% | -10.8% | +11.9% | +3.0% |
| 3M | +2.8% | -8.8% | +11.6% | +4.3% |
| 6M | +5.5% | -16.8% | +22.3% | +8.5% |
| YTD | +5.5% | -10.0% | +15.5% | +6.9% |
| 1Y | +11.0% | -5.3% | +16.3% | +11.3% |
| 3Y | +17.7% | +8.5% | +9.2% | +13.7% |
| 5Y | -25.7% | -22.9% | -2.8% | -24.2% |
| 10Y | +132.8% | -12.6% | +145.4% | +124.9% |
| All | +6,438.2% | +656.1% | +5,782.1% | +3,797.6% |
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 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