+151.4%
EXE vs TSN
+1.2%
+150.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | +3.6% | -1.4% | +5.0% | +3.8% |
| 30D | -4.3% | +10.2% | -14.5% | -6.0% |
| 3M | -7.7% | +7.2% | -14.8% | -9.0% |
| 6M | -7.2% | -10.6% | +3.3% | -5.5% |
| YTD | -18.5% | +3.7% | -22.2% | -19.9% |
| 1Y | -24.4% | +13.5% | -37.8% | -27.1% |
| 3Y | +21.6% | +40.1% | -18.5% | +7.3% |
| 5Y | +77.3% | -14.5% | +91.8% | +80.7% |
| All | +151.4% | +1.2% | +150.1% | +136.7% |
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