+174.8%
EXE vs TSN
-11.6%
+186.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.4% |
| 7D | -2.7% | -7.3% | +4.6% | -1.4% |
| 30D | -0.4% | -8.6% | +8.3% | +1.2% |
| 3M | +9.5% | -7.5% | +17.0% | +10.7% |
| 6M | -9.3% | -14.1% | +4.8% | -7.3% |
| YTD | -10.9% | -9.4% | -1.5% | -10.2% |
| 1Y | +4.3% | -4.1% | +8.4% | +3.7% |
| 3Y | +18.8% | +10.3% | +8.5% | +11.1% |
| 5Y | +101.4% | -19.7% | +121.1% | +105.7% |
| All | +174.8% | -11.6% | +186.4% | +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 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