+502.5%
EWT vs TSN
+916.9%
-414.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.3% |
| 7D | +9.1% | -1.4% | +10.6% | +9.5% |
| 30D | -12.2% | +8.5% | -20.7% | -14.0% |
| 3M | -9.4% | +5.3% | -14.7% | -10.8% |
| 6M | +2.7% | -10.5% | +13.2% | +4.5% |
| YTD | +53.3% | +3.0% | +50.3% | +50.3% |
| 1Y | +59.2% | +12.1% | +47.0% | +52.7% |
| 3Y | +157.1% | +43.1% | +114.0% | +128.2% |
| 5Y | +119.6% | -15.1% | +134.7% | +119.2% |
| 10Y | +446.9% | +14.8% | +432.1% | +377.3% |
| All | +502.5% | +916.9% | -414.4% | +158.7% |
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