+590.1%
EWT vs TSN
+803.9%
-213.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.2% | -1.0% |
| 7D | +1.6% | -5.0% | +6.7% | +2.8% |
| 30D | +8.2% | -9.1% | +17.3% | +10.5% |
| 3M | +11.1% | -7.4% | +18.5% | +12.5% |
| 6M | +60.4% | -13.4% | +73.8% | +64.5% |
| YTD | +75.6% | -8.5% | +84.1% | +77.4% |
| 1Y | +91.3% | -3.2% | +94.5% | +90.2% |
| 3Y | +200.3% | +11.5% | +188.8% | +183.5% |
| 5Y | +156.4% | -19.5% | +175.9% | +159.1% |
| 10Y | +495.8% | -9.1% | +504.9% | +451.9% |
| All | +590.1% | +803.9% | -213.7% | +205.2% |
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