+160.8%
EXC vs TSN
-9.4%
+170.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.3% |
| 7D | +0.3% | -7.3% | +7.6% | +2.4% |
| 30D | -0.9% | -8.6% | +7.8% | +1.6% |
| 3M | -2.7% | -7.5% | +4.8% | -0.8% |
| 6M | -9.4% | -14.1% | +4.8% | -5.8% |
| YTD | +3.0% | -9.4% | +12.5% | +5.1% |
| 1Y | +5.1% | -4.1% | +9.2% | +5.1% |
| 3Y | +20.6% | +10.3% | +10.3% | +14.2% |
| 5Y | +45.7% | -19.7% | +65.4% | +49.4% |
| 10Y | +160.8% | -7.0% | +167.8% | +141.8% |
| All | +160.8% | -9.4% | +170.3% | +141.8% |
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