+27.7%
EXC vs TSN
+42.3%
-14.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.8% |
| 7D | -1.2% | +4.6% | -5.8% | -2.2% |
| 30D | +10.0% | +15.4% | -5.5% | +6.4% |
| 3M | +1.6% | +2.9% | -1.3% | +0.8% |
| 6M | +3.3% | -10.8% | +14.0% | +5.7% |
| YTD | +7.6% | +4.5% | +3.1% | +5.5% |
| 1Y | +3.5% | +19.5% | -16.1% | -2.5% |
| 3Y | +27.7% | +42.2% | -14.5% | +8.0% |
| All | +27.7% | +42.3% | -14.6% | +8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling