+196.7%
EXC vs TSN
+14.5%
+182.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.6% |
| 7D | +1.4% | -1.4% | +2.8% | +1.8% |
| 30D | +8.6% | +8.5% | +0.1% | +6.0% |
| 3M | +2.4% | +5.3% | -2.9% | +0.7% |
| 6M | +6.5% | -10.5% | +17.0% | +9.5% |
| YTD | +9.0% | +3.0% | +6.1% | +7.2% |
| 1Y | +4.6% | +12.1% | -7.6% | 0.0% |
| 3Y | +33.5% | +43.1% | -9.6% | +17.1% |
| 5Y | +41.4% | -15.1% | +56.5% | +43.0% |
| All | +196.7% | +14.5% | +182.2% | +164.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling