+513.6%
EWT vs TSN
-4.9%
+518.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.7% |
| 7D | -1.1% | +3.0% | -4.2% | -1.5% |
| 30D | +4.5% | -4.2% | +8.6% | +5.0% |
| 3M | +8.3% | -3.9% | +12.1% | +8.5% |
| 6M | +54.2% | -9.8% | +64.1% | +55.6% |
| YTD | +74.6% | -7.3% | +81.8% | +75.2% |
| 1Y | +84.9% | -2.2% | +87.1% | +83.8% |
| 3Y | +197.5% | +11.9% | +185.7% | +185.4% |
| 5Y | +150.6% | -16.9% | +167.5% | +152.2% |
| All | +513.6% | -4.9% | +518.6% | +482.1% |
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