+127.7%
EXPE vs TSN
+14.5%
+113.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -0.9% |
| 7D | -0.5% | -1.4% | +1.0% | +0.1% |
| 30D | -6.1% | +8.5% | -14.6% | -9.1% |
| 3M | -21.3% | +5.3% | -26.6% | -23.1% |
| 6M | +19.0% | -10.5% | +29.5% | +24.2% |
| YTD | -8.4% | +3.0% | -11.4% | -10.7% |
| 1Y | -2.8% | +12.1% | -14.9% | -8.8% |
| 3Y | +120.8% | +43.1% | +77.6% | +81.2% |
| 5Y | +46.2% | -15.1% | +61.3% | +49.9% |
| All | +127.7% | +14.5% | +113.2% | +93.2% |
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