+183.8%
EXC vs TSN
+13.2%
+170.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | 0.0% |
| 7D | -1.7% | +4.9% | -6.6% | -3.1% |
| 30D | +9.3% | +12.1% | -2.7% | +5.7% |
| 3M | +1.0% | +4.1% | -3.1% | -0.3% |
| 6M | +5.9% | -10.9% | +16.8% | +9.1% |
| YTD | +7.6% | +4.8% | +2.8% | +5.2% |
| 1Y | +2.4% | +17.6% | -15.2% | -3.6% |
| 3Y | +30.2% | +43.2% | -13.0% | +14.1% |
| 5Y | +41.4% | -13.9% | +55.2% | +42.4% |
| 10Y | +183.8% | +11.8% | +171.9% | +151.6% |
| All | +183.8% | +13.2% | +170.6% | +151.6% |
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