+119.0%
EWT vs TSN
-14.8%
+133.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.2% |
| 7D | +9.1% | -1.4% | +10.6% | +9.2% |
| 30D | -12.2% | +8.5% | -20.7% | -12.7% |
| 3M | -9.4% | +5.3% | -14.7% | -9.8% |
| 6M | +2.7% | -10.5% | +13.2% | +3.9% |
| YTD | +53.3% | +3.0% | +50.3% | +52.3% |
| 1Y | +59.2% | +12.1% | +47.0% | +56.3% |
| 3Y | +157.1% | +43.1% | +114.0% | +135.8% |
| All | +119.0% | -14.8% | +133.9% | +129.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling