+20.5%
EXC vs TSN
+10.8%
+9.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | +0.3% | -6.3% | +6.6% | +1.7% |
| 30D | -3.7% | -10.8% | +7.1% | -1.2% |
| 3M | -1.3% | -8.8% | +7.5% | +0.5% |
| 6M | -9.7% | -16.8% | +7.1% | -6.2% |
| YTD | +2.9% | -10.0% | +12.9% | +4.5% |
| 1Y | +4.4% | -5.3% | +9.6% | +4.3% |
| All | +20.5% | +10.8% | +9.7% | +8.7% |
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