+185.7%
EXPE vs TSN
+10.8%
+174.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | -9.5% | -6.3% | -3.2% | -8.0% |
| 30D | -6.6% | -10.8% | +4.2% | -3.8% |
| 3M | +31.4% | -8.8% | +40.1% | +34.5% |
| 6M | +35.2% | -16.8% | +52.0% | +40.7% |
| YTD | +5.8% | -10.0% | +15.8% | +7.6% |
| 1Y | +38.7% | -5.3% | +43.9% | +38.2% |
| All | +185.7% | +10.8% | +174.9% | +155.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling