+130.4%
EXPE vs TSN
+15.3%
+115.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | -4.2% | -1.4% | -2.8% | -3.6% |
| 30D | -4.5% | +10.2% | -14.7% | -8.2% |
| 3M | -19.7% | +7.2% | -26.9% | -22.1% |
| 6M | +18.3% | -10.6% | +28.9% | +23.5% |
| YTD | -7.3% | +3.7% | -11.1% | -9.9% |
| 1Y | -3.9% | +13.5% | -17.4% | -10.3% |
| 3Y | +123.0% | +40.1% | +82.9% | +84.9% |
| 5Y | +47.9% | -14.5% | +62.4% | +51.2% |
| All | +130.4% | +15.3% | +115.0% | +94.9% |
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