+91.1%
EXPE vs TSN
-20.8%
+111.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.7% | -9.6% | -8.4% |
| 7D | -9.8% | -5.0% | -4.7% | -8.4% |
| 30D | -11.5% | -9.1% | -2.4% | -8.9% |
| 3M | +21.7% | -7.4% | +29.1% | +24.5% |
| 6M | +10.4% | -13.4% | +23.8% | +14.4% |
| YTD | -2.5% | -8.5% | +6.0% | -0.9% |
| 1Y | +27.3% | -3.2% | +30.5% | +26.6% |
| 3Y | +153.5% | +11.5% | +142.0% | +134.6% |
| 5Y | +91.1% | -19.5% | +110.6% | +109.7% |
| All | +91.1% | -20.8% | +111.9% | +109.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling