+192.2%
EWT vs TSN
+11.8%
+180.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.5% |
| 7D | -1.1% | +1.4% | -2.5% | -1.0% |
| 30D | +4.8% | -6.2% | +11.0% | +4.4% |
| 3M | +11.1% | -5.7% | +16.8% | +10.7% |
| 6M | +54.6% | -11.4% | +66.0% | +54.0% |
| YTD | +71.4% | -8.2% | +79.6% | +70.9% |
| 1Y | +82.1% | -2.0% | +84.1% | +81.5% |
| All | +192.2% | +11.8% | +180.3% | +174.8% |
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 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