+149.7%
EXE vs TSN
+1.2%
+148.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | +2.9% | -1.4% | +4.3% | +3.1% |
| 30D | -4.9% | +10.2% | -15.1% | -6.6% |
| 3M | -8.3% | +7.2% | -15.4% | -9.5% |
| 6M | -7.8% | -10.6% | +2.7% | -6.1% |
| YTD | -19.0% | +3.7% | -22.8% | -20.4% |
| 1Y | -24.8% | +13.5% | -38.3% | -27.6% |
| 3Y | +20.8% | +40.1% | -19.3% | +6.6% |
| 5Y | +76.2% | -14.5% | +90.6% | +79.6% |
| All | +149.7% | +1.2% | +148.5% | +135.2% |
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