+153.4%
EXE vs TSN
+0.5%
+153.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +1.0% |
| 7D | +5.3% | -1.4% | +6.8% | +5.6% |
| 30D | -2.2% | +8.5% | -10.7% | -3.7% |
| 3M | -5.9% | +5.3% | -11.2% | -6.9% |
| 6M | -5.7% | -10.5% | +4.8% | -4.0% |
| YTD | -17.8% | +3.0% | -20.8% | -19.1% |
| 1Y | -23.1% | +12.1% | -35.3% | -25.8% |
| 3Y | +21.2% | +43.1% | -21.9% | +6.2% |
| 5Y | +78.8% | -15.1% | +93.9% | +82.5% |
| All | +153.4% | +0.5% | +153.0% | +139.0% |
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 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