+158.0%
EXPE vs TSN
-9.4%
+167.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | -11.5% | -7.3% | -4.2% | -8.9% |
| 30D | -13.1% | -8.6% | -4.4% | -10.0% |
| 3M | +18.1% | -7.5% | +25.7% | +21.7% |
| 6M | +13.3% | -14.1% | +27.4% | +19.2% |
| YTD | -3.2% | -9.4% | +6.2% | -0.6% |
| 1Y | +26.1% | -4.1% | +30.2% | +26.2% |
| 3Y | +151.7% | +10.3% | +141.4% | +131.5% |
| 5Y | +88.3% | -19.7% | +108.1% | +96.1% |
| 10Y | +158.0% | -7.0% | +165.0% | +133.7% |
| All | +158.0% | -9.4% | +167.5% | +133.7% |
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 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