+157.1%
EWT vs TSN
+41.9%
+115.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.1% |
| 7D | +9.1% | -1.4% | +10.6% | +9.0% |
| 30D | -12.2% | +8.5% | -20.7% | -11.6% |
| 3M | -9.4% | +5.3% | -14.7% | -8.9% |
| 6M | +2.7% | -10.5% | +13.2% | +3.2% |
| YTD | +53.3% | +3.0% | +50.3% | +54.1% |
| 1Y | +59.2% | +12.1% | +47.0% | +60.1% |
| 3Y | +157.1% | +43.1% | +114.0% | +149.0% |
| All | +157.1% | +41.9% | +115.2% | +149.0% |
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