+178.5%
EXE vs TSN
-12.2%
+190.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -0.3% | -6.3% | +6.1% | +0.9% |
| 30D | +8.5% | -10.8% | +19.3% | +10.6% |
| 3M | +5.5% | -8.8% | +14.2% | +6.9% |
| 6M | -5.9% | -16.8% | +10.9% | -3.2% |
| YTD | -9.7% | -10.0% | +0.3% | -8.9% |
| 1Y | +3.6% | -5.3% | +8.8% | +3.2% |
| 3Y | +18.0% | +8.5% | +9.5% | +10.9% |
| 5Y | +109.4% | -22.9% | +132.3% | +116.1% |
| All | +178.5% | -12.2% | +190.6% | +169.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling