+26.1%
EXPE vs TSN
-3.8%
+30.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -11.5% | -7.3% | -4.2% | -9.9% |
| 30D | -13.1% | -8.6% | -4.4% | -11.2% |
| 3M | +18.1% | -7.5% | +25.7% | +20.4% |
| 6M | +13.3% | -14.1% | +27.4% | +15.3% |
| YTD | -3.2% | -9.4% | +6.2% | -2.9% |
| 1Y | +26.1% | -4.1% | +30.2% | +15.1% |
| All | +26.1% | -3.8% | +30.0% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling