+103.6%
EXE vs TSN
-20.8%
+124.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | 0.0% |
| 7D | -1.8% | -5.0% | +3.3% | -1.0% |
| 30D | +6.4% | -9.1% | +15.5% | +8.1% |
| 3M | +9.2% | -7.4% | +16.7% | +10.4% |
| 6M | -7.0% | -13.4% | +6.4% | -5.2% |
| YTD | -9.5% | -8.5% | -1.0% | -8.9% |
| 1Y | +6.2% | -3.2% | +9.4% | +5.4% |
| 3Y | +20.7% | +11.5% | +9.3% | +12.5% |
| 5Y | +103.6% | -19.5% | +123.2% | +101.1% |
| All | +103.6% | -20.8% | +124.4% | +101.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling