+175.5%
EXE vs TSN
-10.4%
+185.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | 0.0% |
| 7D | -2.2% | +1.4% | -3.6% | -2.4% |
| 30D | -0.8% | -6.2% | +5.4% | +0.3% |
| 3M | +10.0% | -5.7% | +15.7% | +10.8% |
| 6M | -6.3% | -11.4% | +5.0% | -4.9% |
| YTD | -10.7% | -8.2% | -2.5% | -10.1% |
| 1Y | +2.7% | -2.0% | +4.7% | +1.7% |
| 3Y | +19.1% | +11.9% | +7.2% | +11.1% |
| 5Y | +105.4% | -17.8% | +123.2% | +108.6% |
| All | +175.5% | -10.4% | +185.9% | +165.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling